+31,416.6%
AVGO vs TCOM
+228.1%
+31,188.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -3.0% | -9.5% | +6.6% | -0.7% |
| 30D | -14.4% | -10.7% | -3.7% | -12.3% |
| 3M | -14.4% | -14.6% | +0.2% | -11.8% |
| 6M | +13.1% | -19.3% | +32.5% | +18.1% |
| YTD | +3.8% | -42.9% | +46.7% | +17.0% |
| 1Y | +17.8% | -43.8% | +61.6% | +32.9% |
| 3Y | +325.3% | +2.1% | +323.2% | +304.5% |
| 5Y | +689.9% | +31.2% | +658.7% | +560.9% |
| 10Y | +2,597.0% | -13.9% | +2,610.9% | +2,233.2% |
| All | +31,416.6% | +228.1% | +31,188.5% | +18,086.0% |
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 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