-64.0%
ENPH vs TXT
+13.4%
-77.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.9% |
| 7D | -10.3% | -0.8% | -9.5% | -9.9% |
| 30D | -10.1% | +13.4% | -23.5% | -16.5% |
| 3M | -33.1% | -2.5% | -30.5% | -32.3% |
| 6M | -24.8% | -6.2% | -18.6% | -22.4% |
| YTD | -11.7% | -1.3% | -10.4% | -11.8% |
| 1Y | -8.2% | +4.3% | -12.6% | -11.2% |
| All | -64.0% | +13.4% | -77.4% | -69.7% |
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