+73.8%
TFC vs ENPH
+2,128.2%
-2,054.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.4% |
| 7D | +1.2% | -8.4% | +9.6% | +1.9% |
| 30D | +9.7% | -11.2% | +20.8% | +10.5% |
| 3M | -4.8% | -36.1% | +31.3% | -1.4% |
| 6M | +8.4% | -37.9% | +46.4% | +11.3% |
| YTD | +4.7% | -18.7% | +23.3% | +3.6% |
| 1Y | +15.0% | -9.8% | +24.8% | +12.7% |
| 3Y | +93.9% | -66.8% | +160.7% | +99.7% |
| 5Y | +0.6% | -89.6% | +90.3% | +11.5% |
| All | +73.8% | +2,128.2% | -2,054.4% | +47.8% |
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