+3,877.0%
TSM vs ENPH
+277.3%
+3,599.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +4.0% |
| 7D | +4.4% | -10.3% | +14.7% | +5.6% |
| 30D | -7.0% | -10.1% | +3.2% | -6.3% |
| 3M | -1.8% | -33.1% | +31.3% | +1.7% |
| 6M | +2.7% | -24.8% | +27.5% | +4.6% |
| YTD | +37.1% | -11.7% | +48.8% | +35.9% |
| 1Y | +43.5% | -8.2% | +51.7% | +41.6% |
| 3Y | +341.5% | -63.7% | +405.2% | +357.3% |
| 5Y | +278.9% | -88.7% | +367.6% | +323.3% |
| 10Y | +1,641.8% | +2,382.5% | -740.7% | +1,254.4% |
| All | +3,877.0% | +277.3% | +3,599.6% | +3,102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling