+395.5%
ENPH vs TXT
+188.0%
+207.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | -2.4% | -4.8% | +2.4% | +0.4% |
| 30D | -6.6% | -10.6% | +4.0% | -0.4% |
| 3M | -46.8% | -13.2% | -33.6% | -42.5% |
| 6M | -14.7% | -20.3% | +5.6% | -3.1% |
| YTD | +13.5% | -9.3% | +22.7% | +19.3% |
| 1Y | -0.4% | -2.7% | +2.3% | +0.5% |
| 3Y | -71.7% | +1.4% | -73.1% | -72.7% |
| 5Y | -79.1% | +9.6% | -88.6% | -80.7% |
| 10Y | +1,898.4% | +94.9% | +1,803.5% | +1,042.6% |
| All | +395.5% | +188.0% | +207.5% | +93.9% |
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