+1,919.4%
ENPH vs TECK
+377.7%
+1,541.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -0.1% | -3.8% | +3.8% | +1.3% |
| 30D | -10.8% | +0.7% | -11.6% | -11.2% |
| 3M | -33.8% | +4.6% | -38.4% | -35.0% |
| 6M | -16.1% | +25.1% | -41.2% | -22.2% |
| YTD | +13.4% | +39.2% | -25.8% | +0.3% |
| 1Y | -2.6% | +60.3% | -62.9% | -18.4% |
| 3Y | -70.3% | +62.9% | -133.2% | -75.8% |
| 5Y | -77.0% | +181.5% | -258.5% | -85.3% |
| All | +1,919.4% | +377.7% | +1,541.8% | +1,159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling