-63.6%
ENPH vs TMF
-25.3%
-38.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +11.0% | +1.2% | +9.8% | +10.5% |
| 30D | -15.0% | +19.7% | -34.8% | -19.9% |
| 3M | -28.2% | -2.1% | -26.1% | -27.8% |
| 6M | -20.5% | -13.4% | -7.0% | -16.9% |
| YTD | -11.2% | -16.7% | +5.6% | -6.9% |
| 1Y | -8.7% | -23.3% | +14.7% | -1.8% |
| 3Y | -63.6% | -24.8% | -38.8% | -62.2% |
| All | -63.6% | -25.3% | -38.3% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling