+255.2%
ENPH vs TRMB
+102.9%
+152.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.5% |
| 7D | -8.4% | +2.8% | -11.3% | -9.8% |
| 30D | -11.2% | -5.9% | -5.3% | -9.9% |
| 3M | -36.1% | -3.3% | -32.8% | -36.1% |
| 6M | -37.9% | +1.3% | -39.3% | -40.0% |
| YTD | -18.7% | -29.0% | +10.3% | -5.1% |
| 1Y | -9.8% | -27.8% | +17.9% | +4.3% |
| 3Y | -66.8% | +36.3% | -103.1% | -74.5% |
| 5Y | -89.6% | -35.8% | -53.8% | -87.8% |
| 10Y | +2,186.8% | +103.1% | +2,083.8% | +1,466.2% |
| All | +255.2% | +102.9% | +152.3% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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