+97.2%
TFC vs ENPH
+1,928.7%
-1,831.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.3% |
| 7D | -1.3% | +3.4% | -4.7% | -1.6% |
| 30D | -2.3% | -10.3% | +7.9% | -1.6% |
| 3M | +2.5% | -31.4% | +33.8% | +5.3% |
| 6M | +9.5% | -10.1% | +19.6% | +8.8% |
| YTD | +5.1% | +14.6% | -9.5% | +1.4% |
| 1Y | +15.5% | -3.2% | +18.7% | +12.7% |
| 3Y | +95.2% | -69.5% | +164.6% | +102.8% |
| 5Y | +14.5% | -77.2% | +91.7% | +18.6% |
| 10Y | +97.2% | +1,940.0% | -1,842.8% | +71.0% |
| All | +97.2% | +1,928.7% | -1,831.5% | +71.0% |
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 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