+356.8%
ENPH vs TRU
+228.6%
+128.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.8% | +9.6% | +8.2% |
| 7D | +9.3% | -7.2% | +16.5% | +13.3% |
| 30D | -7.3% | -2.8% | -4.4% | -6.2% |
| 3M | -31.7% | +13.0% | -44.7% | -37.7% |
| 6M | -3.5% | +0.7% | -4.2% | -7.6% |
| YTD | +21.2% | -9.0% | +30.2% | +20.7% |
| 1Y | +0.1% | -16.3% | +16.4% | +3.5% |
| 3Y | -67.7% | -1.1% | -66.6% | -72.7% |
| 5Y | -76.2% | -36.0% | -40.2% | -73.3% |
| 10Y | +2,057.2% | +139.9% | +1,917.3% | +1,088.4% |
| All | +356.8% | +228.6% | +128.3% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling