+1,641.8%
TSM vs ENPH
+2,496.3%
-854.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +4.0% |
| 7D | +4.4% | -10.3% | +14.7% | +5.9% |
| 30D | -7.0% | -10.1% | +3.2% | -6.1% |
| 3M | -1.8% | -33.1% | +31.3% | +2.5% |
| 6M | +2.7% | -24.8% | +27.5% | +5.1% |
| YTD | +37.1% | -11.7% | +48.8% | +35.5% |
| 1Y | +43.5% | -8.2% | +51.7% | +41.0% |
| 3Y | +341.5% | -63.7% | +405.2% | +360.5% |
| 5Y | +278.9% | -88.7% | +367.6% | +335.6% |
| 10Y | +1,641.8% | +2,382.5% | -740.7% | +1,393.6% |
| All | +1,641.8% | +2,496.3% | -854.5% | +1,393.6% |
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