+1,584.4%
TSEM vs ENPH
+384.9%
+1,199.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.2% | +7.7% | +7.8% |
| 7D | +6.9% | -2.4% | +9.3% | +7.2% |
| 30D | +5.3% | -6.6% | +11.9% | +6.3% |
| 3M | -14.9% | -46.8% | +31.9% | -7.3% |
| 6M | +80.0% | -14.7% | +94.8% | +84.7% |
| YTD | +89.4% | +13.5% | +75.9% | +84.6% |
| 1Y | +253.1% | -0.4% | +253.5% | +248.6% |
| 3Y | +642.1% | -71.7% | +713.9% | +712.2% |
| 5Y | +659.1% | -79.1% | +738.2% | +722.1% |
| 10Y | +1,291.4% | +1,898.4% | -607.0% | +797.4% |
| All | +1,584.4% | +384.9% | +1,199.5% | +990.7% |
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