+1,757.1%
TSM vs ENPH
+1,936.5%
-179.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +2.6% | +1.5% | +1.1% | +2.4% |
| 30D | +1.4% | -12.9% | +14.3% | +3.0% |
| 3M | +5.0% | -27.1% | +32.1% | +8.7% |
| 6M | +24.0% | -15.4% | +39.4% | +25.0% |
| YTD | +41.6% | +15.0% | +26.6% | +36.2% |
| 1Y | +66.2% | -0.7% | +66.9% | +61.8% |
| 3Y | +398.2% | -69.3% | +467.6% | +429.2% |
| 5Y | +277.6% | -76.7% | +354.3% | +300.7% |
| All | +1,757.1% | +1,936.5% | -179.3% | +1,490.2% |
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