+1,023.8%
TTMI vs ENPH
+417.7%
+606.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.8% | -3.8% | +2.2% |
| 7D | +12.2% | +9.3% | +2.9% | +10.9% |
| 30D | -5.7% | -7.3% | +1.5% | -4.9% |
| 3M | -27.5% | -31.7% | +4.2% | -24.0% |
| 6M | +47.1% | -3.5% | +50.6% | +47.3% |
| YTD | +87.5% | +21.2% | +66.3% | +80.3% |
| 1Y | +175.2% | +0.1% | +175.2% | +169.7% |
| 3Y | +901.9% | -67.7% | +969.6% | +964.5% |
| 5Y | +843.5% | -76.2% | +919.7% | +901.0% |
| 10Y | +1,077.0% | +2,057.2% | -980.2% | +624.5% |
| All | +1,023.8% | +417.7% | +606.1% | +601.9% |
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