+474.0%
AVGO vs TAP
+2.0%
+472.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +0.6% |
| 7D | -9.9% | +0.5% | -10.5% | -9.9% |
| 30D | -22.0% | +9.1% | -31.1% | -21.8% |
| 3M | -30.0% | -3.8% | -26.2% | -29.9% |
| 6M | -30.7% | -3.4% | -27.3% | -30.5% |
| YTD | -14.7% | -10.6% | -4.0% | -14.3% |
| 1Y | -16.8% | -4.4% | -12.4% | -17.1% |
| 3Y | +244.4% | -24.4% | +268.8% | +249.8% |
| All | +474.0% | +2.0% | +472.0% | +446.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling