+31,416.6%
AVGO vs TAP
+35.6%
+31,381.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.0% | -2.3% | -0.6% | -2.4% |
| 30D | -14.4% | -2.1% | -12.3% | -14.1% |
| 3M | -14.4% | +6.6% | -21.0% | -16.5% |
| 6M | +13.1% | -11.5% | +24.6% | +15.7% |
| YTD | +3.8% | -10.3% | +14.1% | +5.1% |
| 1Y | +17.8% | -14.4% | +32.2% | +20.3% |
| 3Y | +325.3% | -28.3% | +353.5% | +346.7% |
| 5Y | +689.9% | +1.7% | +688.2% | +622.3% |
| 10Y | +2,597.0% | -49.2% | +2,646.2% | +2,870.6% |
| All | +31,416.6% | +35.6% | +31,381.0% | +21,335.9% |
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 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