-77.2%
ENPH vs TXT
+13.4%
-90.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.9% | -5.7% |
| 7D | +3.4% | +0.8% | +2.6% | +2.8% |
| 30D | -10.3% | -10.4% | +0.2% | -3.3% |
| 3M | -31.4% | -14.3% | -17.0% | -24.0% |
| 6M | -10.1% | -15.1% | +5.0% | 0.0% |
| YTD | +14.6% | -8.3% | +22.9% | +20.3% |
| 1Y | -3.2% | -0.7% | -2.5% | -3.9% |
| 3Y | -69.5% | +6.0% | -75.4% | -72.3% |
| 5Y | -77.2% | +12.5% | -89.8% | -80.7% |
| All | -77.2% | +13.4% | -90.6% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling