+287.9%
ENPH vs TYL
+978.4%
-690.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.4% |
| 7D | +11.0% | +6.7% | +4.3% | +6.8% |
| 30D | -15.0% | +26.5% | -41.6% | -26.1% |
| 3M | -28.2% | +37.3% | -65.5% | -41.3% |
| 6M | -20.5% | +31.2% | -51.6% | -36.4% |
| YTD | -11.2% | -7.4% | -3.8% | -12.9% |
| 1Y | -8.7% | -9.6% | +0.9% | -9.0% |
| 3Y | -63.6% | +1.9% | -65.5% | -68.0% |
| 5Y | -88.0% | -21.1% | -66.9% | -87.4% |
| 10Y | +2,333.3% | +171.8% | +2,161.5% | +1,129.3% |
| All | +287.9% | +978.4% | -690.5% | -23.4% |
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