-79.7%
ENPH vs TLN
+571.8%
-651.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.8% |
| 7D | +1.5% | +2.0% | -0.5% | +1.2% |
| 30D | -12.9% | -12.9% | +0.1% | -11.0% |
| 3M | -27.1% | -7.4% | -19.7% | -25.9% |
| 6M | -15.4% | -6.0% | -9.4% | -14.2% |
| YTD | +15.0% | -16.9% | +31.9% | +17.7% |
| 1Y | -0.7% | -22.6% | +21.9% | +2.3% |
| 3Y | -69.3% | +469.0% | -538.4% | -80.5% |
| All | -79.7% | +571.8% | -651.5% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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