+1,124.0%
TTMI vs ENPH
+1,908.3%
-784.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.7% | +3.5% |
| 7D | +0.7% | -0.1% | +0.7% | +0.7% |
| 30D | -8.4% | -10.8% | +2.4% | -7.0% |
| 3M | -32.5% | -33.8% | +1.4% | -28.6% |
| 6M | +32.5% | -16.1% | +48.6% | +35.1% |
| YTD | +83.2% | +13.4% | +69.8% | +77.4% |
| 1Y | +161.7% | -2.6% | +164.3% | +157.3% |
| 3Y | +890.1% | -70.3% | +960.4% | +969.2% |
| 5Y | +832.4% | -77.0% | +909.5% | +900.8% |
| All | +1,124.0% | +1,908.3% | -784.3% | +743.2% |
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