+137.6%
TPR vs ENPH
+384.9%
-247.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.3% | -2.4% | +0.1% | -2.1% |
| 30D | -23.0% | -6.6% | -16.3% | -22.5% |
| 3M | -12.5% | -46.8% | +34.3% | -7.2% |
| 6M | -21.4% | -14.7% | -6.7% | -21.6% |
| YTD | -3.5% | +13.5% | -17.0% | -7.6% |
| 1Y | +17.4% | -0.4% | +17.8% | +13.4% |
| 3Y | +291.3% | -71.7% | +363.0% | +314.9% |
| 5Y | +241.9% | -79.1% | +321.0% | +262.2% |
| 10Y | +322.7% | +1,898.4% | -1,575.7% | +209.4% |
| All | +137.6% | +384.9% | -247.3% | +74.9% |
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