+1,177.3%
TMUS vs ENPH
+384.9%
+792.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +0.1% | -2.4% | +2.4% | +0.2% |
| 30D | +5.3% | -6.6% | +11.9% | +5.5% |
| 3M | +3.1% | -46.8% | +50.0% | +6.0% |
| 6M | -16.5% | -14.7% | -1.7% | -16.7% |
| YTD | -9.2% | +13.5% | -22.6% | -11.3% |
| 1Y | -26.5% | -0.4% | -26.1% | -28.0% |
| 3Y | +39.0% | -71.7% | +110.8% | +42.4% |
| 5Y | +40.4% | -79.1% | +119.5% | +43.3% |
| 10Y | +303.7% | +1,898.4% | -1,594.6% | +213.3% |
| All | +1,177.3% | +384.9% | +792.3% | +912.6% |
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