+285.6%
ENPH vs TXT
+213.1%
+72.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +3.0% |
| 7D | -10.3% | -0.8% | -9.5% | -9.9% |
| 30D | -10.1% | +13.4% | -23.5% | -16.7% |
| 3M | -33.1% | -2.5% | -30.5% | -32.5% |
| 6M | -24.8% | -6.2% | -18.6% | -22.6% |
| YTD | -11.7% | -1.3% | -10.4% | -12.0% |
| 1Y | -8.2% | +4.3% | -12.6% | -11.5% |
| 3Y | -63.7% | +13.2% | -76.9% | -67.4% |
| 5Y | -88.7% | +12.4% | -101.1% | -89.8% |
| 10Y | +2,382.5% | +94.8% | +2,287.7% | +1,335.0% |
| All | +285.6% | +213.1% | +72.5% | +42.9% |
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