+11,799.4%
ENB vs TAP
+825.0%
+10,974.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -0.2% | -2.3% | +2.1% | +0.1% |
| 30D | -2.2% | -2.1% | -0.1% | -2.0% |
| 3M | -10.5% | +6.6% | -17.1% | -11.5% |
| 6M | -5.1% | -11.5% | +6.4% | -3.7% |
| YTD | +9.0% | -10.3% | +19.2% | +10.2% |
| 1Y | +8.2% | -14.4% | +22.6% | +10.0% |
| 3Y | +67.8% | -28.3% | +96.0% | +73.9% |
| 5Y | +69.4% | +1.7% | +67.7% | +66.1% |
| 10Y | +117.5% | -49.2% | +166.7% | +125.2% |
| All | +11,799.4% | +825.0% | +10,974.3% | +11,001.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling