-52.1%
TSLL vs ENPH
-89.7%
+37.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.1% | +8.8% | +10.2% |
| 7D | -14.3% | +4.1% | -18.4% | -15.2% |
| 30D | -6.2% | -11.4% | +5.2% | -2.9% |
| 3M | +21.2% | -30.5% | +51.7% | +36.4% |
| 6M | -36.6% | -20.2% | -16.4% | -31.5% |
| YTD | -47.8% | -9.3% | -38.5% | -48.7% |
| 1Y | -45.2% | -3.8% | -41.5% | -47.3% |
| 3Y | -3.3% | -61.5% | +58.3% | +3.5% |
| All | -52.1% | -89.7% | +37.6% | -0.2% |
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