+429.0%
ENPH vs TECK
+164.3%
+264.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +5.3% |
| 7D | +9.3% | +7.8% | +1.5% | +6.5% |
| 30D | -7.3% | +8.3% | -15.5% | -9.9% |
| 3M | -31.7% | +16.1% | -47.8% | -35.3% |
| 6M | -3.5% | +42.9% | -46.3% | -14.6% |
| YTD | +21.2% | +50.8% | -29.6% | +3.9% |
| 1Y | +0.1% | +106.1% | -106.0% | -23.9% |
| 3Y | -67.7% | +84.0% | -151.7% | -75.0% |
| 5Y | -76.2% | +223.5% | -299.7% | -85.8% |
| 10Y | +2,057.2% | +378.1% | +1,679.1% | +809.0% |
| All | +429.0% | +164.3% | +264.7% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling