+2,660.6%
AVGO vs TD
+300.0%
+2,360.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.7% | -4.7% |
| 7D | +18.2% | +1.1% | +17.0% | +17.4% |
| 30D | +0.2% | +5.2% | -5.0% | -2.7% |
| 3M | -16.8% | +1.2% | -18.0% | -17.4% |
| 6M | -16.5% | +17.7% | -34.2% | -24.8% |
| YTD | +0.8% | +34.2% | -33.4% | -16.6% |
| 1Y | +2.8% | +55.4% | -52.6% | -22.4% |
| 3Y | +278.5% | +130.4% | +148.1% | +119.5% |
| 5Y | +573.1% | +101.8% | +471.3% | +320.2% |
| All | +2,660.6% | +300.0% | +2,360.6% | +868.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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