-67.7%
ENPH vs TAP
-31.5%
-36.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.1% | +10.9% | +7.8% |
| 7D | +9.3% | -2.3% | +11.6% | +9.8% |
| 30D | -7.3% | -9.4% | +2.1% | -5.0% |
| 3M | -31.7% | -0.8% | -30.9% | -32.1% |
| 6M | -3.5% | -14.7% | +11.3% | +1.0% |
| YTD | +21.2% | -13.9% | +35.1% | +26.2% |
| 1Y | +0.1% | -18.6% | +18.7% | +5.9% |
| 3Y | -67.7% | -32.0% | -35.7% | -64.8% |
| All | -67.7% | -31.5% | -36.2% | -64.8% |
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