+1,940.0%
ENPH vs TAP
-50.5%
+1,990.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.3% |
| 7D | +3.4% | -5.1% | +8.5% | +4.3% |
| 30D | -10.3% | -8.4% | -1.8% | -8.9% |
| 3M | -31.4% | -3.9% | -27.4% | -31.1% |
| 6M | -10.1% | -14.4% | +4.2% | -8.1% |
| YTD | +14.6% | -14.7% | +29.3% | +17.3% |
| 1Y | -3.2% | -18.7% | +15.5% | -0.1% |
| 3Y | -69.5% | -32.6% | -36.8% | -67.6% |
| 5Y | -77.2% | -1.4% | -75.8% | -77.5% |
| All | +1,940.0% | -50.5% | +1,990.5% | +1,926.7% |
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 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