+2,770.9%
AVGO vs TCOM
-9.8%
+2,780.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +1.1% | -4.9% | +6.0% | +2.4% |
| 30D | -13.0% | -14.4% | +1.4% | -9.8% |
| 3M | -6.0% | -17.7% | +11.7% | -2.0% |
| 6M | +6.4% | -25.1% | +31.5% | +13.4% |
| YTD | +5.0% | -45.7% | +50.7% | +20.6% |
| 1Y | +1.4% | -47.9% | +49.2% | +17.5% |
| 3Y | +336.8% | +8.9% | +327.9% | +306.2% |
| 5Y | +698.2% | +26.9% | +671.4% | +564.6% |
| All | +2,770.9% | -9.8% | +2,780.7% | +2,354.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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