-25.7%
TTD vs ENPH
-22.6%
-3.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.6% |
| 7D | +20.8% | -10.3% | +31.1% | +20.9% |
| 30D | +33.8% | -10.1% | +44.0% | +33.4% |
| 3M | +17.8% | -33.1% | +50.9% | +15.8% |
| 6M | -25.7% | -24.8% | -0.9% | -25.8% |
| All | -25.7% | -22.6% | -3.1% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling