+360.3%
TSCO vs ENPH
+389.6%
-29.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.4% | +1.8% | -3.3% |
| 7D | -2.5% | +3.4% | -5.8% | -2.7% |
| 30D | -1.1% | -10.3% | +9.2% | -0.4% |
| 3M | +14.3% | -31.4% | +45.6% | +17.0% |
| 6M | -31.9% | -10.1% | -21.8% | -32.3% |
| YTD | -30.7% | +14.6% | -45.3% | -32.7% |
| 1Y | -41.1% | -3.2% | -37.8% | -42.3% |
| 3Y | -17.1% | -69.5% | +52.3% | -14.6% |
| 5Y | -7.5% | -77.2% | +69.7% | -4.8% |
| 10Y | +192.6% | +1,940.0% | -1,747.4% | +115.8% |
| All | +360.3% | +389.6% | -29.3% | +249.0% |
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