-48.5%
TE vs ENPH
-77.4%
+28.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.9% |
| 7D | +0.9% | +1.5% | -0.6% | +0.2% |
| 30D | -16.3% | -12.9% | -3.4% | -10.2% |
| 3M | -40.8% | -27.1% | -13.6% | -29.9% |
| 6M | -42.6% | -15.4% | -27.2% | -37.7% |
| YTD | -31.4% | +15.0% | -46.4% | -39.7% |
| 1Y | +144.9% | -0.7% | +145.6% | +134.6% |
| 3Y | -26.0% | -69.3% | +43.3% | +9.4% |
| 5Y | -48.5% | -76.7% | +28.2% | -22.0% |
| All | -48.5% | -77.4% | +28.9% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling