+173.8%
ENPH vs TW
+301.3%
-127.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | -8.4% | +3.9% | -12.4% | -9.9% |
| 30D | -11.2% | +19.9% | -31.1% | -17.5% |
| 3M | -36.1% | +25.9% | -62.0% | -42.1% |
| 6M | -37.9% | +21.1% | -59.1% | -44.2% |
| YTD | -18.7% | +23.9% | -42.6% | -29.4% |
| 1Y | -9.8% | +21.2% | -31.1% | -20.9% |
| 3Y | -66.8% | +44.8% | -111.6% | -75.9% |
| 5Y | -89.6% | +41.4% | -131.0% | -92.5% |
| All | +173.8% | +301.3% | -127.5% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling