+395.5%
ENPH vs TMF
-74.5%
+470.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -2.4% | -1.4% | -0.9% | -2.4% |
| 30D | -6.6% | -2.8% | -3.8% | -6.8% |
| 3M | -46.8% | -10.9% | -35.9% | -47.1% |
| 6M | -14.7% | -21.3% | +6.6% | -15.9% |
| YTD | +13.5% | -15.9% | +29.4% | +12.5% |
| 1Y | -0.4% | -15.7% | +15.3% | -1.2% |
| 3Y | -71.7% | -43.4% | -28.4% | -72.8% |
| 5Y | -79.1% | -87.8% | +8.7% | -83.9% |
| 10Y | +1,898.4% | -86.7% | +1,985.1% | +1,514.8% |
| All | +395.5% | -74.5% | +470.0% | +478.0% |
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