+400.3%
ENPH vs TKO
+2,800.6%
-2,400.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.3% | -4.8% |
| 7D | +3.4% | +0.7% | +2.7% | +3.2% |
| 30D | -10.3% | +0.9% | -11.1% | -10.5% |
| 3M | -31.4% | -6.2% | -25.2% | -30.2% |
| 6M | -10.1% | -5.6% | -4.5% | -9.2% |
| YTD | +14.6% | -7.8% | +22.4% | +16.3% |
| 1Y | -3.2% | -1.2% | -2.0% | -4.2% |
| 3Y | -69.5% | +106.5% | -176.0% | -76.3% |
| 5Y | -77.2% | +310.4% | -387.6% | -85.9% |
| 10Y | +1,940.0% | +987.5% | +952.5% | +830.6% |
| All | +400.3% | +2,800.6% | -2,400.3% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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