-64.6%
ENPH vs TLN
+567.0%
-631.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.4% | -4.9% |
| 7D | -9.1% | +1.1% | -10.2% | -9.4% |
| 30D | -15.8% | -4.6% | -11.2% | -15.3% |
| 3M | -32.5% | +5.2% | -37.7% | -33.3% |
| 6M | -24.2% | -6.5% | -17.7% | -24.1% |
| YTD | -13.8% | -3.6% | -10.1% | -14.1% |
| 1Y | -15.8% | -8.2% | -7.6% | -15.9% |
| 3Y | -64.6% | +559.7% | -624.2% | -76.1% |
| All | -64.6% | +567.0% | -631.6% | -76.1% |
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