+2,057.2%
ENPH vs TMF
-86.8%
+2,144.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | +9.3% | +1.0% | +8.3% | +9.2% |
| 30D | -7.3% | -1.8% | -5.4% | -7.1% |
| 3M | -31.7% | -8.2% | -23.5% | -31.3% |
| 6M | -3.5% | -19.5% | +16.0% | -2.0% |
| YTD | +21.2% | -16.0% | +37.1% | +22.5% |
| 1Y | +0.1% | -22.5% | +22.5% | +1.7% |
| 3Y | -67.7% | -42.3% | -25.4% | -67.0% |
| 5Y | -76.2% | -87.7% | +11.5% | -76.7% |
| 10Y | +2,057.2% | -86.5% | +2,143.7% | +1,807.4% |
| All | +2,057.2% | -86.8% | +2,144.0% | +1,807.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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