+31,987.3%
AVGO vs TDY
+1,755.5%
+30,231.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.1% |
| 7D | -0.8% | -1.8% | +1.1% | +0.3% |
| 30D | -13.7% | -13.8% | 0.0% | -5.7% |
| 3M | -6.9% | -3.9% | -3.1% | -4.8% |
| 6M | +5.8% | -9.0% | +14.8% | +11.8% |
| YTD | +5.7% | +16.5% | -10.9% | -5.1% |
| 1Y | +9.0% | +9.3% | -0.2% | +1.3% |
| 3Y | +340.5% | +45.1% | +295.4% | +239.5% |
| 5Y | +711.1% | +35.0% | +676.1% | +548.1% |
| 10Y | +2,856.4% | +469.0% | +2,387.4% | +810.9% |
| All | +31,987.3% | +1,755.5% | +30,231.8% | +5,011.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling