+30,513.3%
AVGO vs TCOM
+248.5%
+30,264.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.6% | -5.0% |
| 7D | +18.2% | -1.8% | +19.9% | +18.6% |
| 30D | +0.2% | +12.1% | -11.9% | -2.7% |
| 3M | -16.8% | -3.2% | -13.6% | -16.6% |
| 6M | -16.5% | -16.6% | +0.2% | -13.8% |
| YTD | +0.8% | -39.4% | +40.2% | +11.6% |
| 1Y | +2.8% | -41.5% | +44.3% | +14.6% |
| 3Y | +278.5% | +24.4% | +254.2% | +243.3% |
| 5Y | +573.1% | +41.6% | +531.5% | +452.8% |
| 10Y | +2,598.7% | +6.5% | +2,592.1% | +2,120.1% |
| All | +30,513.3% | +248.5% | +30,264.8% | +17,255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling