-70.3%
ENPH vs TW
+19.1%
-89.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.6% |
| 7D | -0.1% | -4.5% | +4.4% | -1.0% |
| 30D | -10.8% | -2.3% | -8.6% | -11.2% |
| 3M | -33.8% | +2.6% | -36.4% | -33.4% |
| 6M | -16.1% | -17.5% | +1.4% | -16.1% |
| YTD | +13.4% | -5.3% | +18.7% | +13.0% |
| 1Y | -2.6% | -14.8% | +12.2% | -2.7% |
| 3Y | -70.3% | +18.8% | -89.1% | -71.2% |
| All | -70.3% | +19.1% | -89.3% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling