-34.5%
TLT vs ENPH
-89.7%
+55.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | -0.4% |
| 7D | -3.1% | -8.4% | +5.3% | -2.9% |
| 30D | +1.0% | -11.2% | +12.2% | +1.3% |
| 3M | -2.7% | -36.1% | +33.3% | -1.8% |
| 6M | -4.1% | -37.9% | +33.8% | -3.4% |
| YTD | -5.4% | -18.7% | +13.3% | -5.7% |
| 1Y | -7.0% | -9.8% | +2.8% | -7.7% |
| 3Y | +2.8% | -66.8% | +69.6% | +4.4% |
| All | -34.5% | -89.7% | +55.2% | -32.7% |
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