+395.5%
ENPH vs TYL
+833.4%
-437.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +2.6% |
| 7D | -2.4% | -3.7% | +1.3% | -0.2% |
| 30D | -6.6% | +18.7% | -25.4% | -16.2% |
| 3M | -46.8% | +18.1% | -65.0% | -53.6% |
| 6M | -14.7% | -1.1% | -13.6% | -19.3% |
| YTD | +13.5% | -19.8% | +33.3% | +22.0% |
| 1Y | -0.4% | -34.3% | +33.9% | +22.6% |
| 3Y | -71.7% | -8.2% | -63.5% | -73.6% |
| 5Y | -79.1% | -25.4% | -53.7% | -77.3% |
| 10Y | +1,898.4% | +115.6% | +1,782.8% | +1,066.0% |
| All | +395.5% | +833.4% | -437.9% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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