+9.8%
TLT vs ENPH
+384.9%
-375.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | -2.4% | +1.9% | -0.4% |
| 30D | -0.6% | -6.6% | +6.1% | -0.6% |
| 3M | -2.7% | -46.8% | +44.1% | -3.0% |
| 6M | -5.6% | -14.7% | +9.1% | -5.6% |
| YTD | -2.8% | +13.5% | -16.3% | -2.6% |
| 1Y | -1.4% | -0.4% | -1.0% | -1.3% |
| 3Y | -1.6% | -71.7% | +70.2% | -2.0% |
| 5Y | -33.8% | -79.1% | +45.3% | -33.9% |
| 10Y | -21.1% | +1,898.4% | -1,919.5% | -12.7% |
| All | +9.8% | +384.9% | -375.1% | +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 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