-48.5%
TE vs ENPH
+23.0%
-71.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +6.8% | +3.2% | +7.8% |
| 7D | +18.2% | +9.3% | +9.0% | +15.1% |
| 30D | -13.5% | -7.3% | -6.2% | -11.1% |
| 3M | -44.6% | -31.7% | -12.8% | -36.7% |
| 6M | -24.7% | -3.5% | -21.2% | -22.7% |
| YTD | -24.3% | +21.2% | -45.4% | -29.7% |
| 1Y | +155.6% | +0.1% | +155.5% | +153.5% |
| 3Y | -18.3% | -67.7% | +49.4% | +3.5% |
| 5Y | -41.3% | -76.2% | +34.9% | -20.0% |
| All | -48.5% | +23.0% | -71.5% | -31.0% |
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 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