+326.9%
TGT vs ENPH
+417.7%
-90.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.8% | -1.4% |
| 7D | -0.6% | +9.3% | -9.9% | -1.2% |
| 30D | +9.5% | -7.3% | +16.8% | +10.0% |
| 3M | +32.3% | -31.7% | +64.0% | +34.8% |
| 6M | +37.0% | -3.5% | +40.5% | +35.8% |
| YTD | +71.0% | +21.2% | +49.9% | +66.3% |
| 1Y | +85.0% | +0.1% | +85.0% | +81.6% |
| 3Y | +46.8% | -67.7% | +114.5% | +50.1% |
| 5Y | -22.7% | -76.2% | +53.5% | -20.8% |
| 10Y | +216.3% | +2,057.2% | -1,841.0% | +176.3% |
| All | +326.9% | +417.7% | -90.8% | +271.4% |
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