+112.4%
ENB vs TAP
-47.7%
+160.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | 0.0% | -6.3% | +6.3% | +2.0% |
| 30D | +1.4% | +2.7% | -1.3% | +0.2% |
| 3M | -5.2% | -3.7% | -1.5% | -4.6% |
| 6M | -9.9% | -2.0% | -7.9% | -10.2% |
| YTD | +4.7% | -12.3% | +17.0% | +7.5% |
| 1Y | +2.8% | -10.1% | +12.8% | +4.5% |
| 3Y | +71.3% | -25.3% | +96.6% | +82.0% |
| 5Y | +58.6% | -1.9% | +60.5% | +48.0% |
| All | +112.4% | -47.7% | +160.1% | +113.4% |
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