+786.5%
TSEM vs ENPH
+2,128.2%
-1,341.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.3% | -6.5% |
| 7D | +7.0% | -8.4% | +15.4% | +8.6% |
| 30D | -29.8% | -11.2% | -18.6% | -28.8% |
| 3M | -41.9% | -36.1% | -5.9% | -38.0% |
| 6M | -45.8% | -37.9% | -7.8% | -41.5% |
| YTD | +25.1% | -18.7% | +43.8% | +27.4% |
| 1Y | +48.2% | -9.8% | +58.1% | +48.7% |
| 3Y | +476.5% | -66.8% | +543.3% | +532.6% |
| 5Y | +301.4% | -89.6% | +391.1% | +386.1% |
| All | +786.5% | +2,128.2% | -1,341.7% | +506.4% |
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