-45.7%
TOST vs ENPH
-76.3%
+30.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.4% | -2.4% | -1.1% | -2.9% |
| 30D | -2.4% | -6.6% | +4.2% | -1.2% |
| 3M | +34.6% | -46.8% | +81.4% | +53.5% |
| 6M | +15.2% | -14.7% | +29.9% | +12.5% |
| YTD | -4.4% | +13.5% | -17.9% | -16.8% |
| 1Y | -17.4% | -0.4% | -17.0% | -26.1% |
| 3Y | +54.5% | -71.7% | +126.2% | +78.5% |
| All | -45.7% | -76.3% | +30.6% | -39.3% |
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