+175.4%
TFC vs ENPH
+247.6%
-72.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.4% |
| 7D | +2.3% | -8.4% | +10.7% | +2.9% |
| 30D | +10.8% | -11.2% | +22.0% | +11.6% |
| 3M | -3.8% | -36.1% | +32.3% | -0.8% |
| 6M | +9.6% | -37.9% | +47.5% | +12.2% |
| YTD | +5.8% | -18.7% | +24.4% | +5.0% |
| 1Y | +16.2% | -9.8% | +26.0% | +14.3% |
| 3Y | +96.0% | -66.8% | +162.8% | +101.2% |
| 5Y | +1.7% | -89.6% | +91.3% | +11.0% |
| 10Y | +79.9% | +2,186.8% | -2,107.0% | +36.6% |
| All | +175.4% | +247.6% | -72.2% | +119.0% |
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