-1.1%
ENPH vs TLN
-21.1%
+20.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.6% | -4.9% |
| 7D | +3.4% | +5.8% | -2.5% | +1.7% |
| 30D | -10.3% | -6.9% | -3.4% | -8.5% |
| 3M | -31.4% | -10.9% | -20.5% | -28.7% |
| 6M | -10.1% | -4.6% | -5.5% | -8.0% |
| YTD | +14.6% | -14.7% | +29.3% | +19.5% |
| All | -1.1% | -21.1% | +20.1% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling