+1,255.4%
AVGO vs TE
-80.5%
+1,335.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.0% | -1.7% | -4.4% |
| 7D | +18.2% | -19.1% | +37.2% | +20.8% |
| 30D | +0.2% | -34.1% | +34.4% | +4.6% |
| 3M | -16.8% | -60.1% | +43.3% | -8.7% |
| 6M | -16.5% | -66.0% | +49.5% | -8.6% |
| YTD | +0.8% | -71.4% | +72.2% | +10.0% |
| 1Y | +2.8% | -45.3% | +48.1% | +4.4% |
| 3Y | +278.5% | +9.1% | +269.4% | +219.6% |
| 5Y | +573.1% | -82.6% | +655.7% | +579.7% |
| All | +1,255.4% | -80.5% | +1,335.9% | +1,151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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