+32,043.9%
AVGO vs TD
+676.4%
+31,367.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.8% |
| 7D | +25.0% | +0.6% | +24.4% | +24.6% |
| 30D | +2.0% | +5.0% | -3.0% | -1.0% |
| 3M | -12.3% | +1.1% | -13.4% | -12.9% |
| 6M | -12.8% | +16.5% | -29.3% | -21.2% |
| YTD | +5.9% | +34.3% | -28.4% | -12.9% |
| 1Y | +3.3% | +52.9% | -49.5% | -21.8% |
| 3Y | +293.1% | +132.2% | +160.9% | +122.6% |
| 5Y | +606.7% | +101.9% | +504.8% | +333.2% |
| 10Y | +2,733.6% | +302.0% | +2,431.6% | +956.5% |
| All | +32,043.9% | +676.4% | +31,367.5% | +7,455.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling