-76.7%
ENPH vs TW
+19.6%
-96.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | +1.5% | -2.7% | +4.2% | +1.9% |
| 30D | -12.9% | -1.7% | -11.1% | -12.7% |
| 3M | -27.1% | +1.6% | -28.7% | -28.0% |
| 6M | -15.4% | -17.7% | +2.3% | -12.0% |
| YTD | +15.0% | -4.3% | +19.4% | +12.9% |
| 1Y | -0.7% | -13.1% | +12.4% | +0.8% |
| 3Y | -69.3% | +20.3% | -89.6% | -75.4% |
| 5Y | -76.7% | +22.0% | -98.7% | -78.6% |
| All | -76.7% | +19.6% | -96.3% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling