+8.7%
ENB vs TAP
-19.0%
+27.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.1% |
| 7D | -0.5% | -2.3% | +1.8% | -0.3% |
| 30D | -0.2% | -9.4% | +9.2% | +0.6% |
| 3M | -7.5% | -0.8% | -6.7% | -7.6% |
| 6M | -4.1% | -14.7% | +10.6% | -3.3% |
| YTD | +9.8% | -13.9% | +23.7% | +10.5% |
| 1Y | +8.7% | -18.6% | +27.3% | +8.9% |
| All | +8.7% | -19.0% | +27.7% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling