-82.5%
TTD vs ENPH
-88.0%
+5.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.1% |
| 7D | +20.8% | -10.3% | +31.1% | +23.9% |
| 30D | +33.8% | -10.1% | +44.0% | +36.4% |
| 3M | +17.8% | -33.1% | +50.9% | +28.4% |
| 6M | -25.7% | -24.8% | -0.9% | -25.6% |
| YTD | -57.9% | -11.7% | -46.2% | -61.7% |
| 1Y | -63.8% | -8.2% | -55.6% | -67.6% |
| 3Y | -75.0% | -63.7% | -11.3% | -76.0% |
| 5Y | -82.5% | -88.7% | +6.2% | -70.7% |
| All | -82.5% | -88.0% | +5.4% | -70.7% |
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