+19.6%
TMO vs ENPH
-70.3%
+89.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | -0.6% | -0.1% | -0.6% | -0.7% |
| 30D | +1.1% | -10.8% | +12.0% | +1.8% |
| 3M | +28.3% | -33.8% | +62.2% | +31.2% |
| 6M | +23.3% | -16.1% | +39.4% | +22.6% |
| YTD | +5.5% | +13.4% | -8.0% | +1.3% |
| 1Y | +24.5% | -2.6% | +27.1% | +20.8% |
| 3Y | +19.6% | -70.3% | +89.8% | +23.4% |
| All | +19.6% | -70.3% | +89.8% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling