+281.8%
ENPH vs TW
+206.7%
+75.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | -0.1% | -4.5% | +4.4% | +1.7% |
| 30D | -10.8% | -2.3% | -8.6% | -10.2% |
| 3M | -33.8% | +2.6% | -36.4% | -35.8% |
| 6M | -16.1% | -17.5% | +1.4% | -11.4% |
| YTD | +13.4% | -5.3% | +18.7% | +10.1% |
| 1Y | -2.6% | -14.8% | +12.2% | -0.2% |
| 3Y | -70.3% | +18.8% | -89.1% | -77.0% |
| 5Y | -77.0% | +20.7% | -97.8% | -82.7% |
| All | +281.8% | +206.7% | +75.1% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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