-5.4%
TSLL vs ENPH
-63.2%
+57.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.0% | +5.9% | +2.4% |
| 7D | -11.0% | -9.1% | -1.9% | -8.1% |
| 30D | -5.3% | -15.8% | +10.5% | -1.0% |
| 3M | +20.8% | -32.5% | +53.3% | +34.8% |
| 6M | -36.0% | -24.2% | -11.8% | -29.8% |
| YTD | -47.3% | -13.8% | -33.5% | -45.9% |
| 1Y | -48.4% | -15.8% | -32.6% | -46.7% |
| 3Y | -5.4% | -64.6% | +59.1% | +5.1% |
| All | -5.4% | -63.2% | +57.7% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling