-69.8%
ENPH vs TRU
-2.2%
-67.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.5% | -9.4% | +10.9% | +4.2% |
| 30D | -12.9% | -4.1% | -8.7% | -12.0% |
| 3M | -27.1% | +13.6% | -40.7% | -30.8% |
| 6M | -15.4% | +3.6% | -19.0% | -17.9% |
| YTD | +15.0% | -9.8% | +24.8% | +15.9% |
| 1Y | -0.7% | -13.6% | +12.9% | +1.2% |
| All | -69.8% | -2.2% | -67.6% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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