+287.9%
ENPH vs TMF
-74.7%
+362.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +11.0% | +1.2% | +9.8% | +11.1% |
| 30D | -15.0% | +19.7% | -34.8% | -14.4% |
| 3M | -28.2% | -2.1% | -26.1% | -28.3% |
| 6M | -20.5% | -13.4% | -7.0% | -21.1% |
| YTD | -11.2% | -16.7% | +5.6% | -12.0% |
| 1Y | -8.7% | -23.3% | +14.7% | -9.9% |
| 3Y | -63.6% | -24.8% | -38.8% | -63.7% |
| 5Y | -88.0% | -88.0% | 0.0% | -90.8% |
| 10Y | +2,333.3% | -84.7% | +2,418.1% | +1,975.6% |
| All | +287.9% | -74.7% | +362.6% | +352.3% |
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