+1,919.4%
ENPH vs TXT
+107.7%
+1,811.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.6% |
| 7D | -0.1% | +2.5% | -2.5% | -1.4% |
| 30D | -10.8% | -8.9% | -2.0% | -6.4% |
| 3M | -33.8% | -13.6% | -20.3% | -28.8% |
| 6M | -16.1% | -13.1% | -3.0% | -9.8% |
| YTD | +13.4% | -7.0% | +20.4% | +17.3% |
| 1Y | -2.6% | -1.4% | -1.2% | -2.3% |
| 3Y | -70.3% | +7.0% | -77.2% | -71.9% |
| 5Y | -77.0% | +15.4% | -92.4% | -79.1% |
| All | +1,919.4% | +107.7% | +1,811.7% | +1,410.5% |
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