-85.7%
ENPH vs TLN
+710.8%
-796.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.2% |
| 7D | -8.4% | +11.0% | -19.5% | -10.0% |
| 30D | -11.2% | +4.9% | -16.1% | -12.1% |
| 3M | -36.1% | +4.9% | -41.0% | -36.9% |
| 6M | -37.9% | +7.1% | -45.0% | -38.7% |
| YTD | -18.7% | +0.3% | -19.0% | -19.6% |
| 1Y | -9.8% | +5.9% | -15.7% | -11.5% |
| 3Y | -66.8% | +578.5% | -645.3% | -79.6% |
| All | -85.7% | +710.8% | -796.5% | -92.0% |
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