+48.2%
TSEM vs ENPH
-14.2%
+62.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.3% | -6.1% |
| 7D | +7.0% | -8.4% | +15.4% | +10.0% |
| 30D | -29.8% | -11.2% | -18.6% | -27.9% |
| 3M | -41.9% | -36.1% | -5.9% | -33.7% |
| 6M | -45.8% | -37.9% | -7.8% | -34.8% |
| YTD | +25.1% | -18.7% | +43.8% | +43.1% |
| 1Y | +48.2% | -9.8% | +58.1% | +55.9% |
| All | +48.2% | -14.2% | +62.5% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling