+339.7%
AVGO vs TCOM
+8.5%
+331.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.4% |
| 7D | -0.8% | -10.2% | +9.4% | +1.6% |
| 30D | -13.7% | -16.8% | +3.1% | -10.2% |
| 3M | -6.9% | -16.7% | +9.8% | -3.6% |
| 6M | +5.8% | -27.1% | +32.9% | +13.2% |
| YTD | +5.7% | -45.5% | +51.2% | +20.4% |
| 1Y | +9.0% | -45.9% | +54.9% | +24.2% |
| All | +339.7% | +8.5% | +331.2% | +320.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling