+417.0%
TTMI vs ENPH
-89.7%
+506.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.4% |
| 7D | +11.4% | -8.4% | +19.8% | +13.3% |
| 30D | -28.3% | -11.2% | -17.1% | -27.0% |
| 3M | -46.7% | -36.1% | -10.6% | -42.3% |
| 6M | -56.1% | -37.9% | -18.2% | -52.3% |
| YTD | +7.4% | -18.7% | +26.0% | +9.6% |
| 1Y | +17.4% | -9.8% | +27.2% | +18.1% |
| 3Y | +429.1% | -66.8% | +496.0% | +479.1% |
| All | +417.0% | -89.7% | +506.7% | +514.2% |
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 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