+332.9%
AVGO vs TAP
-27.5%
+360.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.0% | -2.3% | -0.6% | -3.4% |
| 30D | -14.4% | -2.1% | -12.3% | -14.7% |
| 3M | -14.4% | +6.6% | -21.0% | -13.2% |
| 6M | +13.1% | -11.5% | +24.6% | +12.1% |
| YTD | +3.8% | -10.3% | +14.1% | +3.0% |
| 1Y | +17.8% | -14.4% | +32.2% | +16.7% |
| All | +332.9% | -27.5% | +360.4% | +334.0% |
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 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