+543.6%
TTMI vs ENPH
+247.6%
+296.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.6% |
| 7D | +11.4% | -8.4% | +19.8% | +12.7% |
| 30D | -28.3% | -11.2% | -17.1% | -27.5% |
| 3M | -46.7% | -36.1% | -10.6% | -43.8% |
| 6M | -56.1% | -37.9% | -18.2% | -53.6% |
| YTD | +7.4% | -18.7% | +26.0% | +8.2% |
| 1Y | +17.4% | -9.8% | +27.2% | +17.0% |
| 3Y | +429.1% | -66.8% | +496.0% | +464.2% |
| 5Y | +418.8% | -89.6% | +508.4% | +506.2% |
| 10Y | +411.2% | +2,186.8% | -1,775.6% | +218.7% |
| All | +543.6% | +247.6% | +296.0% | +321.2% |
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 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