-77.2%
ENPH vs TSN
-20.2%
-57.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.3% |
| 7D | +3.4% | -7.3% | +10.7% | +4.7% |
| 30D | -10.3% | -8.6% | -1.6% | -8.9% |
| 3M | -31.4% | -7.5% | -23.9% | -30.7% |
| 6M | -10.1% | -14.1% | +4.0% | -8.5% |
| YTD | +14.6% | -9.4% | +24.0% | +14.6% |
| 1Y | -3.2% | -4.1% | +0.9% | -5.0% |
| 3Y | -69.5% | +10.3% | -79.8% | -71.7% |
| 5Y | -77.2% | -19.7% | -57.5% | -74.6% |
| All | -77.2% | -20.2% | -57.0% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling