-20.8%
TLT vs ENPH
+1,936.5%
-1,957.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -1.6% | +1.5% | -3.1% | -1.6% |
| 30D | -1.3% | -12.9% | +11.5% | -1.2% |
| 3M | -3.7% | -27.1% | +23.4% | -3.5% |
| 6M | -6.4% | -15.4% | +9.1% | -6.3% |
| YTD | -4.5% | +15.0% | -19.5% | -4.7% |
| 1Y | -5.9% | -0.7% | -5.2% | -6.0% |
| 3Y | -2.8% | -69.3% | +66.5% | -2.6% |
| 5Y | -35.1% | -76.7% | +41.6% | -34.7% |
| All | -20.8% | +1,936.5% | -1,957.2% | -21.8% |
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