+45.9%
TEM vs ENPH
-71.5%
+117.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -9.2% | +1.5% | -10.7% | -9.5% |
| 30D | +5.5% | -12.9% | +18.3% | +8.7% |
| 3M | +18.7% | -27.1% | +45.8% | +25.7% |
| 6M | +15.4% | -15.4% | +30.8% | +16.1% |
| YTD | -0.5% | +15.0% | -15.5% | -8.8% |
| 1Y | -24.8% | -0.7% | -24.1% | -29.3% |
| All | +45.9% | -71.5% | +117.5% | +102.7% |
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