-44.5%
TOST vs ENPH
-81.4%
+36.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | +9.4% | +11.0% | -1.6% | +6.7% |
| 30D | +13.5% | -15.0% | +28.5% | +17.1% |
| 3M | -0.1% | -28.2% | +28.1% | +6.6% |
| 6M | +22.5% | -20.5% | +42.9% | +21.2% |
| YTD | -2.4% | -11.2% | +8.8% | -10.9% |
| 1Y | -4.7% | -8.7% | +4.0% | -14.0% |
| 3Y | +103.2% | -63.6% | +166.8% | +98.6% |
| 5Y | -41.2% | -88.0% | +46.8% | -24.5% |
| All | -44.5% | -81.4% | +36.9% | -35.0% |
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