+1,282.5%
TSEM vs ENPH
+1,908.3%
-625.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +1.9% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -18.7% | -10.8% | -7.9% | -17.3% |
| 3M | -18.1% | -33.8% | +15.7% | -12.4% |
| 6M | +77.1% | -16.1% | +93.2% | +82.7% |
| YTD | +80.1% | +13.4% | +66.7% | +74.9% |
| 1Y | +220.4% | -2.6% | +223.0% | +216.8% |
| 3Y | +650.1% | -70.3% | +720.3% | +725.9% |
| 5Y | +628.9% | -77.0% | +705.9% | +686.0% |
| All | +1,282.5% | +1,908.3% | -625.8% | +843.8% |
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