+38.8%
TMUS vs ENPH
-68.2%
+107.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | +0.2% |
| 7D | -0.3% | +9.3% | -9.5% | -0.1% |
| 30D | +3.1% | -7.3% | +10.4% | +3.0% |
| 3M | +2.4% | -31.7% | +34.1% | +2.2% |
| 6M | -17.1% | -3.5% | -13.6% | -17.0% |
| YTD | -9.1% | +21.2% | -30.2% | -9.3% |
| 1Y | -23.6% | +0.1% | -23.7% | -23.7% |
| 3Y | +38.8% | -67.7% | +106.5% | +43.7% |
| All | +38.8% | -68.2% | +107.0% | +43.7% |
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 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