+255.2%
ENPH vs TXT
+204.8%
+50.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.2% |
| 7D | -8.4% | +0.1% | -8.6% | -8.5% |
| 30D | -11.2% | +13.3% | -24.5% | -17.6% |
| 3M | -36.1% | -5.0% | -31.1% | -34.5% |
| 6M | -37.9% | -8.4% | -29.5% | -35.2% |
| YTD | -18.7% | -4.0% | -14.7% | -17.7% |
| 1Y | -9.8% | +2.8% | -12.6% | -12.3% |
| 3Y | -66.8% | +10.3% | -77.1% | -69.7% |
| 5Y | -89.6% | +9.2% | -98.8% | -90.5% |
| 10Y | +2,186.8% | +89.6% | +2,097.3% | +1,243.3% |
| All | +255.2% | +204.8% | +50.4% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling