-12.2%
TLT vs ENPH
+2,188.9%
-2,201.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -1.4% |
| 7D | -2.7% | -7.6% | +4.9% | -2.6% |
| 30D | +2.2% | -16.4% | +18.5% | +2.3% |
| 3M | -1.7% | -34.3% | +32.6% | -1.5% |
| 6M | -4.0% | -28.5% | +24.6% | -3.8% |
| YTD | -4.9% | -16.4% | +11.5% | -5.0% |
| 1Y | -7.4% | -12.8% | +5.4% | -7.5% |
| 3Y | +3.0% | -65.7% | +68.7% | +3.5% |
| 5Y | -35.1% | -89.4% | +54.3% | -34.8% |
| All | -12.2% | +2,188.9% | -2,201.1% | -11.9% |
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