+309.3%
TEL vs ENPH
+1,908.3%
-1,598.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.7% |
| 7D | +1.6% | -0.1% | +1.6% | +1.5% |
| 30D | -0.7% | -10.8% | +10.2% | +0.5% |
| 3M | +2.4% | -33.8% | +36.3% | +6.7% |
| 6M | +4.1% | -16.1% | +20.3% | +4.4% |
| YTD | -5.8% | +13.4% | -19.2% | -10.0% |
| 1Y | +0.9% | -2.6% | +3.5% | -2.3% |
| 3Y | +72.6% | -70.3% | +142.9% | +82.9% |
| 5Y | +57.5% | -77.0% | +134.6% | +66.9% |
| All | +309.3% | +1,908.3% | -1,598.9% | +226.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling