+100.2%
ENB vs TAP
-48.8%
+149.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -2.4% | -4.5% | +2.1% | -1.0% |
| 30D | +2.5% | +7.5% | -5.0% | -0.1% |
| 3M | -5.8% | -4.9% | -0.9% | -4.8% |
| 6M | -8.5% | -3.5% | -5.0% | -8.3% |
| YTD | +3.9% | -11.4% | +15.3% | +6.4% |
| 1Y | +3.7% | -10.8% | +14.5% | +5.8% |
| 3Y | +70.1% | -24.5% | +94.5% | +80.1% |
| 5Y | +53.2% | +2.5% | +50.7% | +40.5% |
| 10Y | +100.2% | -47.6% | +147.8% | +104.4% |
| All | +100.2% | -48.8% | +149.1% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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