+2,755.4%
AVGO vs TAP
-52.1%
+2,807.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.1% | +3.7% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | -13.8% | -9.4% | -4.4% | -12.4% |
| 3M | -6.9% | -0.8% | -6.1% | -7.4% |
| 6M | +11.9% | -14.7% | +26.7% | +14.7% |
| YTD | +6.9% | -13.9% | +20.8% | +8.7% |
| 1Y | +7.4% | -18.6% | +26.0% | +10.3% |
| 3Y | +345.6% | -32.0% | +377.6% | +370.1% |
| 5Y | +718.9% | -1.0% | +719.9% | +657.6% |
| 10Y | +2,755.4% | -51.4% | +2,806.7% | +2,957.9% |
| All | +2,755.4% | -52.1% | +2,807.4% | +2,957.9% |
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