-76.7%
ENPH vs TECK
+180.4%
-257.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +2.7% |
| 7D | +1.5% | -4.2% | +5.8% | +3.1% |
| 30D | -12.9% | -0.4% | -12.5% | -12.8% |
| 3M | -27.1% | +10.1% | -37.3% | -29.8% |
| 6M | -15.4% | +26.0% | -41.4% | -21.7% |
| YTD | +15.0% | +38.0% | -23.0% | +1.7% |
| 1Y | -0.7% | +63.8% | -64.5% | -17.9% |
| 3Y | -69.3% | +68.5% | -137.9% | -75.5% |
| 5Y | -76.7% | +179.2% | -255.9% | -83.6% |
| All | -76.7% | +180.4% | -257.1% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling