+336.8%
AVGO vs TDG
+52.1%
+284.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +1.1% | -1.9% | +3.0% | +2.0% |
| 30D | -13.0% | -7.7% | -5.3% | -9.9% |
| 3M | -6.0% | -9.3% | +3.4% | -2.1% |
| 6M | +6.4% | -9.4% | +15.7% | +9.7% |
| YTD | +5.0% | -14.3% | +19.2% | +11.1% |
| 1Y | +1.4% | -11.8% | +13.2% | +4.7% |
| 3Y | +336.8% | +52.0% | +284.8% | +221.5% |
| All | +336.8% | +52.1% | +284.7% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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