-35.3%
TSLL vs ENPH
-71.4%
+36.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -11.9% |
| 7D | +1.9% | -2.4% | +4.3% | +2.6% |
| 30D | +17.8% | -6.6% | +24.4% | +20.4% |
| 3M | -37.0% | -46.8% | +9.8% | -24.4% |
| 6M | -37.7% | -14.7% | -22.9% | -34.5% |
| YTD | -51.4% | +13.5% | -64.9% | -54.0% |
| 1Y | -23.4% | -0.4% | -23.0% | -25.0% |
| All | -35.3% | -71.4% | +36.1% | -12.5% |
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