+356.6%
TNA vs ENPH
+389.6%
-33.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -2.5% |
| 7D | -3.6% | +3.4% | -7.0% | -4.7% |
| 30D | -10.1% | -10.3% | +0.2% | -7.2% |
| 3M | +2.7% | -31.4% | +34.1% | +14.6% |
| 6M | +38.4% | -10.1% | +48.5% | +38.4% |
| YTD | +45.4% | +14.6% | +30.9% | +30.5% |
| 1Y | +55.9% | -3.2% | +59.2% | +46.8% |
| 3Y | +109.8% | -69.5% | +179.3% | +160.6% |
| 5Y | -22.5% | -77.2% | +54.7% | +4.0% |
| 10Y | +87.5% | +1,940.0% | -1,852.5% | -17.3% |
| All | +356.6% | +389.6% | -33.0% | +124.1% |
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