-68.2%
ENPH vs TXT
+5.0%
-73.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.4% |
| 7D | +9.3% | -0.2% | +9.5% | +9.4% |
| 30D | -7.3% | -11.1% | +3.8% | -0.4% |
| 3M | -31.7% | -13.0% | -18.7% | -26.0% |
| 6M | -3.5% | -16.2% | +12.7% | +6.9% |
| YTD | +21.2% | -8.7% | +29.9% | +27.0% |
| 1Y | +0.1% | -3.8% | +3.8% | +1.6% |
| All | -68.2% | +5.0% | -73.3% | -72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling