+64.7%
ENB vs TAP
-23.7%
+88.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.9% |
| 7D | -5.2% | +0.5% | -5.7% | -5.3% |
| 30D | +2.2% | +9.1% | -7.0% | +0.8% |
| 3M | -8.1% | -3.8% | -4.3% | -7.7% |
| 6M | -11.2% | -3.4% | -7.7% | -11.0% |
| YTD | +2.0% | -10.6% | +12.6% | +3.1% |
| 1Y | +4.1% | -4.4% | +8.5% | +3.8% |
| 3Y | +64.7% | -24.4% | +89.1% | +69.8% |
| All | +64.7% | -23.7% | +88.4% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling