-32.3%
TWLO vs ENPH
-77.1%
+44.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.3% |
| 7D | -2.4% | -0.1% | -2.4% | -2.6% |
| 30D | -7.8% | -10.8% | +3.0% | -5.7% |
| 3M | +10.0% | -33.8% | +43.9% | +19.2% |
| 6M | +79.5% | -16.1% | +95.6% | +77.7% |
| YTD | +59.8% | +13.4% | +46.4% | +43.4% |
| 1Y | +121.7% | -2.6% | +124.3% | +104.6% |
| 3Y | +240.8% | -70.3% | +311.1% | +281.3% |
| All | -32.3% | -77.1% | +44.8% | -26.1% |
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