+264.9%
ENPH vs TAP
+27.0%
+237.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.0% | -5.3% |
| 7D | -7.6% | -6.3% | -1.2% | -6.1% |
| 30D | -16.4% | +2.7% | -19.1% | -16.9% |
| 3M | -34.3% | -3.7% | -30.6% | -33.8% |
| 6M | -28.5% | -2.0% | -26.5% | -28.8% |
| YTD | -16.4% | -12.3% | -4.1% | -14.5% |
| 1Y | -12.8% | -10.1% | -2.7% | -11.5% |
| 3Y | -65.7% | -25.3% | -40.4% | -63.7% |
| 5Y | -89.4% | -1.9% | -87.4% | -89.7% |
| 10Y | +2,249.1% | -47.8% | +2,296.9% | +2,475.5% |
| All | +264.9% | +27.0% | +237.9% | +119.0% |
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