+2,650.1%
TSLA vs ENPH
+1,936.5%
+713.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -3.4% | +1.5% | -4.9% | -3.8% |
| 30D | +9.2% | -12.9% | +22.1% | +12.5% |
| 3M | -4.7% | -27.1% | +22.4% | +1.7% |
| 6M | -8.9% | -15.4% | +6.5% | -7.8% |
| YTD | -19.2% | +15.0% | -34.2% | -25.5% |
| 1Y | +4.5% | -0.7% | +5.2% | -1.2% |
| 3Y | +46.3% | -69.3% | +115.6% | +63.2% |
| 5Y | +48.1% | -76.7% | +124.8% | +72.0% |
| All | +2,650.1% | +1,936.5% | +713.6% | +1,858.3% |
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