-80.3%
ENPH vs TSLQ
-97.3%
+17.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -8.0% | +14.7% | +5.5% |
| 7D | +9.3% | -8.6% | +17.8% | +8.1% |
| 30D | -7.3% | -24.9% | +17.6% | -10.5% |
| 3M | -31.7% | -1.5% | -30.2% | -29.5% |
| 6M | -3.5% | -18.1% | +14.6% | -0.5% |
| YTD | +21.2% | -0.1% | +21.3% | +28.7% |
| 1Y | +0.1% | -51.4% | +51.4% | 0.0% |
| 3Y | -67.7% | -95.9% | +28.2% | -72.2% |
| All | -80.3% | -97.3% | +17.0% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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