+290.7%
TSM vs ENPH
-77.3%
+368.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | +1.4% |
| 7D | +6.0% | +9.3% | -3.2% | +4.7% |
| 30D | +4.5% | -7.3% | +11.8% | +5.5% |
| 3M | +3.1% | -31.7% | +34.8% | +8.4% |
| 6M | +30.2% | -3.5% | +33.7% | +29.3% |
| YTD | +45.2% | +21.2% | +24.1% | +37.7% |
| 1Y | +79.6% | +0.1% | +79.5% | +73.9% |
| 3Y | +411.0% | -67.7% | +478.7% | +452.5% |
| 5Y | +290.7% | -76.2% | +366.9% | +325.9% |
| All | +290.7% | -77.3% | +368.1% | +325.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling