-79.8%
ENPH vs TLN
+589.3%
-669.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.6% | -5.1% |
| 7D | +3.4% | +5.8% | -2.5% | +2.5% |
| 30D | -10.3% | -6.9% | -3.4% | -9.3% |
| 3M | -31.4% | -10.9% | -20.5% | -30.0% |
| 6M | -10.1% | -4.6% | -5.5% | -9.1% |
| YTD | +14.6% | -14.7% | +29.3% | +16.8% |
| 1Y | -3.2% | -17.9% | +14.7% | -1.0% |
| 3Y | -69.5% | +483.9% | -553.3% | -80.6% |
| All | -79.8% | +589.3% | -669.1% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling