+1,029.3%
TMO vs ENPH
+391.5%
+637.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -2.5% | +1.5% | -4.0% | -2.6% |
| 30D | -0.3% | -12.9% | +12.6% | +0.6% |
| 3M | +25.3% | -27.1% | +52.4% | +27.4% |
| 6M | +20.9% | -15.4% | +36.3% | +20.6% |
| YTD | +4.3% | +15.0% | -10.7% | +1.1% |
| 1Y | +27.0% | -0.7% | +27.7% | +24.0% |
| 3Y | +17.5% | -69.3% | +86.8% | +20.9% |
| 5Y | +6.9% | -76.7% | +83.6% | +9.9% |
| 10Y | +332.0% | +1,947.8% | -1,615.8% | +229.2% |
| All | +1,029.3% | +391.5% | +637.8% | +764.6% |
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