+237.8%
TMUS vs ENPH
+2,128.2%
-1,890.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.5% |
| 7D | +4.9% | -8.4% | +13.3% | +5.4% |
| 30D | +7.7% | -11.2% | +18.9% | +8.1% |
| 3M | -6.8% | -36.1% | +29.3% | -4.9% |
| 6M | -9.7% | -37.9% | +28.2% | -8.5% |
| YTD | -15.0% | -18.7% | +3.7% | -16.1% |
| 1Y | -19.1% | -9.8% | -9.3% | -20.8% |
| 3Y | +21.4% | -66.8% | +88.2% | +22.3% |
| 5Y | +51.2% | -89.6% | +140.8% | +61.6% |
| All | +237.8% | +2,128.2% | -1,890.4% | +168.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling