+160.6%
T vs ENPH
+247.6%
-87.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | +2.5% | -8.4% | +11.0% | +2.7% |
| 30D | -3.8% | -11.2% | +7.4% | -3.6% |
| 3M | -8.7% | -36.1% | +27.3% | -7.9% |
| 6M | -8.1% | -37.9% | +29.8% | -7.5% |
| YTD | -6.4% | -18.7% | +12.2% | -6.9% |
| 1Y | -9.8% | -9.8% | +0.1% | -10.4% |
| 3Y | +65.5% | -66.8% | +132.3% | +66.5% |
| 5Y | +57.0% | -89.6% | +146.6% | +61.4% |
| 10Y | +60.8% | +2,186.8% | -2,126.0% | +39.5% |
| All | +160.6% | +247.6% | -87.0% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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