-18.4%
TSLL vs ENPH
-65.0%
+46.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.7% | +10.4% | +9.2% |
| 7D | -21.2% | +11.0% | -32.2% | -23.4% |
| 30D | -13.3% | -15.0% | +1.7% | -9.6% |
| 3M | +15.4% | -28.2% | +43.6% | +26.6% |
| 6M | -34.2% | -20.5% | -13.8% | -28.7% |
| YTD | -52.9% | -11.2% | -41.7% | -52.1% |
| 1Y | -54.3% | -8.7% | -45.7% | -53.9% |
| 3Y | -18.4% | -63.6% | +45.2% | -14.1% |
| All | -18.4% | -65.0% | +46.7% | -14.1% |
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