-54.3%
TSLL vs ENPH
-12.0%
-42.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.7% | +10.4% | +9.2% |
| 7D | -21.2% | +11.0% | -32.2% | -23.7% |
| 30D | -13.3% | -15.0% | +1.7% | -8.9% |
| 3M | +15.4% | -28.2% | +43.6% | +28.7% |
| 6M | -34.2% | -20.5% | -13.8% | -24.4% |
| YTD | -52.9% | -11.2% | -41.7% | -50.1% |
| 1Y | -54.3% | -8.7% | -45.7% | -53.1% |
| All | -54.3% | -12.0% | -42.3% | -53.1% |
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