-77.3%
ENPH vs TRU
-35.6%
-41.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | -0.1% | -2.7% | +2.7% | +1.0% |
| 30D | -10.8% | -2.0% | -8.8% | -10.3% |
| 3M | -33.8% | +18.4% | -52.3% | -39.6% |
| 6M | -16.1% | +8.9% | -25.0% | -21.5% |
| YTD | +13.4% | -8.9% | +22.4% | +13.6% |
| 1Y | -2.6% | -15.9% | +13.3% | +0.7% |
| 3Y | -70.3% | -1.1% | -69.2% | -73.9% |
| All | -77.3% | -35.6% | -41.7% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling