+296.2%
ENPH vs TMF
-74.7%
+370.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | +4.1% | +0.6% | +3.5% | +4.2% |
| 30D | -11.4% | +16.3% | -27.7% | -10.8% |
| 3M | -30.5% | -2.7% | -27.9% | -30.6% |
| 6M | -20.2% | -13.2% | -7.0% | -20.8% |
| YTD | -9.3% | -16.7% | +7.4% | -10.1% |
| 1Y | -3.8% | -22.7% | +19.0% | -5.0% |
| 3Y | -61.5% | -26.1% | -35.4% | -61.8% |
| 5Y | -87.9% | -88.4% | +0.6% | -90.7% |
| 10Y | +2,519.8% | -81.8% | +2,601.6% | +2,277.3% |
| All | +296.2% | -74.7% | +370.9% | +362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling