+696.9%
AVGO vs TDY
+39.0%
+657.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.4% |
| 7D | +1.1% | -1.1% | +2.3% | +1.8% |
| 30D | -13.0% | -12.0% | -0.9% | -6.0% |
| 3M | -6.0% | -3.2% | -2.8% | -4.3% |
| 6M | +6.4% | -7.9% | +14.2% | +11.5% |
| YTD | +5.0% | +18.2% | -13.2% | -6.9% |
| 1Y | +1.4% | +6.7% | -5.3% | -4.3% |
| 3Y | +336.8% | +47.5% | +289.3% | +227.2% |
| All | +696.9% | +39.0% | +657.9% | +501.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling