+668.3%
TJX vs ENPH
+384.7%
+283.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -17.2% | -10.8% | -6.3% | -16.7% |
| 3M | -24.9% | -33.8% | +8.9% | -23.3% |
| 6M | -19.7% | -16.1% | -3.5% | -19.8% |
| YTD | -17.2% | +13.4% | -30.6% | -19.4% |
| 1Y | -9.4% | -2.6% | -6.8% | -11.2% |
| 3Y | +43.1% | -70.3% | +113.3% | +46.7% |
| 5Y | +96.7% | -77.0% | +173.7% | +100.4% |
| 10Y | +287.7% | +1,919.4% | -1,631.7% | +204.2% |
| All | +668.3% | +384.7% | +283.7% | +521.0% |
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