+2,186.8%
ENPH vs TAP
-46.0%
+2,232.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -3.2% |
| 7D | -8.4% | +1.3% | -9.7% | -8.7% |
| 30D | -11.2% | +5.7% | -16.9% | -12.0% |
| 3M | -36.1% | -1.9% | -34.2% | -35.9% |
| 6M | -37.9% | +0.9% | -38.9% | -38.4% |
| YTD | -18.7% | -9.5% | -9.1% | -17.7% |
| 1Y | -9.8% | -9.0% | -0.9% | -8.9% |
| 3Y | -66.8% | -22.2% | -44.6% | -65.6% |
| 5Y | -89.6% | +1.2% | -90.9% | -89.8% |
| All | +2,186.8% | -46.0% | +2,232.8% | +2,094.4% |
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