+1,087.1%
TMUS vs ENPH
+287.7%
+799.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +4.0% |
| 7D | +5.3% | +4.1% | +1.2% | +5.1% |
| 30D | +13.5% | -11.4% | +24.9% | +14.0% |
| 3M | -4.2% | -30.5% | +26.3% | -2.8% |
| 6M | -11.9% | -20.2% | +8.3% | -11.9% |
| YTD | -15.6% | -9.3% | -6.3% | -16.9% |
| 1Y | -16.8% | -3.8% | -13.0% | -18.5% |
| 3Y | +20.8% | -61.5% | +82.3% | +20.9% |
| 5Y | +48.0% | -87.9% | +135.9% | +55.5% |
| 10Y | +234.7% | +2,519.8% | -2,285.1% | +157.3% |
| All | +1,087.1% | +287.7% | +799.4% | +849.0% |
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