+181.2%
TSCO vs ENPH
+1,908.3%
-1,727.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | -8.8% | -10.8% | +2.1% | -8.0% |
| 3M | +6.3% | -33.8% | +40.2% | +9.4% |
| 6M | -32.3% | -16.1% | -16.1% | -32.4% |
| YTD | -32.7% | +13.4% | -46.1% | -34.9% |
| 1Y | -43.7% | -2.6% | -41.1% | -45.1% |
| 3Y | -19.7% | -70.3% | +50.6% | -16.8% |
| 5Y | -11.6% | -77.0% | +65.4% | -8.7% |
| All | +181.2% | +1,908.3% | -1,727.0% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling