+395.5%
ENPH vs TAP
+30.0%
+365.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -2.4% | -2.3% | 0.0% | -1.8% |
| 30D | -6.6% | -2.1% | -4.5% | -6.1% |
| 3M | -46.8% | +6.6% | -53.4% | -48.0% |
| 6M | -14.7% | -11.5% | -3.2% | -12.8% |
| YTD | +13.5% | -10.3% | +23.7% | +15.6% |
| 1Y | -0.4% | -14.4% | +14.0% | +2.6% |
| 3Y | -71.7% | -28.3% | -43.5% | -69.8% |
| 5Y | -79.1% | +1.7% | -80.8% | -79.9% |
| 10Y | +1,898.4% | -49.2% | +1,947.6% | +2,136.9% |
| All | +395.5% | +30.0% | +365.5% | +196.1% |
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