+2,186.8%
ENPH vs TSN
+14.5%
+2,172.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.4% |
| 7D | -8.4% | -1.4% | -7.0% | -8.0% |
| 30D | -11.2% | +8.5% | -19.7% | -13.4% |
| 3M | -36.1% | +5.3% | -41.4% | -37.2% |
| 6M | -37.9% | -10.5% | -27.4% | -36.2% |
| YTD | -18.7% | +3.0% | -21.6% | -21.2% |
| 1Y | -9.8% | +12.1% | -22.0% | -15.5% |
| 3Y | -66.8% | +43.1% | -109.9% | -72.0% |
| 5Y | -89.6% | -15.1% | -74.6% | -89.6% |
| All | +2,186.8% | +14.5% | +2,172.4% | +1,722.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling