+29,187.3%
AVGO vs TAP
+33.8%
+29,153.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | 0.0% | -4.5% | +4.5% | +1.0% |
| 30D | -8.2% | +7.5% | -15.6% | -10.2% |
| 3M | -21.3% | -4.9% | -16.4% | -20.9% |
| 6M | -22.5% | -3.5% | -19.0% | -23.0% |
| YTD | -3.6% | -11.4% | +7.9% | -2.7% |
| 1Y | -6.7% | -10.8% | +4.1% | -6.2% |
| 3Y | +258.1% | -24.5% | +282.6% | +268.0% |
| 5Y | +560.9% | +2.5% | +558.4% | +499.5% |
| 10Y | +2,475.6% | -47.6% | +2,523.2% | +2,680.9% |
| All | +29,187.3% | +33.8% | +29,153.5% | +19,762.6% |
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