+2,249.1%
ENPH vs TXT
+90.9%
+2,158.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.4% |
| 7D | -7.6% | -1.1% | -6.5% | -7.0% |
| 30D | -16.4% | +13.3% | -29.6% | -22.0% |
| 3M | -34.3% | -5.1% | -29.2% | -32.7% |
| 6M | -28.5% | -7.1% | -21.4% | -26.1% |
| YTD | -16.4% | -3.2% | -13.2% | -15.8% |
| 1Y | -12.8% | +2.3% | -15.1% | -14.7% |
| 3Y | -65.7% | +11.1% | -76.7% | -68.5% |
| 5Y | -89.4% | +10.0% | -99.4% | -90.2% |
| All | +2,249.1% | +90.9% | +2,158.2% | +1,611.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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