+296.2%
ENPH vs TAP
+27.9%
+268.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | +4.1% | -7.8% | +11.9% | +6.2% |
| 30D | -11.4% | +7.1% | -18.5% | -12.9% |
| 3M | -30.5% | -7.0% | -23.5% | -29.4% |
| 6M | -20.2% | -3.8% | -16.4% | -20.1% |
| YTD | -9.3% | -11.7% | +2.4% | -7.3% |
| 1Y | -3.8% | -10.1% | +6.3% | -2.3% |
| 3Y | -61.5% | -23.7% | -37.8% | -59.5% |
| 5Y | -87.9% | +2.9% | -90.8% | -88.4% |
| 10Y | +2,519.8% | -49.5% | +2,569.3% | +2,823.2% |
| All | +296.2% | +27.9% | +268.3% | +137.4% |
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 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