+2,186.8%
ENPH vs TMF
-82.1%
+2,268.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.5% |
| 7D | -8.4% | -9.3% | +0.8% | -7.7% |
| 30D | -11.2% | +1.9% | -13.1% | -11.3% |
| 3M | -36.1% | -11.2% | -24.8% | -35.5% |
| 6M | -37.9% | -17.7% | -20.2% | -37.0% |
| YTD | -18.7% | -24.5% | +5.8% | -17.1% |
| 1Y | -9.8% | -29.4% | +19.6% | -7.8% |
| 3Y | -66.8% | -33.4% | -33.4% | -65.8% |
| 5Y | -89.6% | -88.7% | -0.9% | -89.9% |
| All | +2,186.8% | -82.1% | +2,268.9% | +1,837.7% |
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