-33.7%
TLT vs ENPH
-77.3%
+43.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.2% |
| 7D | +0.4% | +9.3% | -8.9% | +0.2% |
| 30D | -0.3% | -7.3% | +7.0% | -0.1% |
| 3M | -1.7% | -31.7% | +30.0% | -0.9% |
| 6M | -4.9% | -3.5% | -1.4% | -5.2% |
| YTD | -2.8% | +21.2% | -23.9% | -4.1% |
| 1Y | -4.2% | +0.1% | -4.3% | -5.0% |
| 3Y | -1.1% | -67.7% | +66.6% | +0.2% |
| 5Y | -33.7% | -76.2% | +42.5% | -32.8% |
| All | -33.7% | -77.3% | +43.6% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling