-67.7%
ENPH vs TLN
+494.5%
-562.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +6.3% |
| 7D | +9.3% | +10.9% | -1.7% | +7.5% |
| 30D | -7.3% | -6.3% | -1.0% | -6.4% |
| 3M | -31.7% | -10.7% | -21.0% | -30.5% |
| 6M | -3.5% | +1.6% | -5.1% | -3.0% |
| YTD | +21.2% | -13.1% | +34.2% | +23.1% |
| 1Y | +0.1% | -15.1% | +15.1% | +1.9% |
| 3Y | -67.7% | +495.0% | -562.7% | -78.2% |
| All | -67.7% | +494.5% | -562.2% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling