+339.7%
AVGO vs TE
-22.1%
+361.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.8% | -0.9% |
| 7D | -0.8% | +15.0% | -15.8% | -2.1% |
| 30D | -13.7% | -7.5% | -6.2% | -13.4% |
| 3M | -6.9% | -42.0% | +35.0% | -3.4% |
| 6M | +5.8% | -31.4% | +37.2% | +6.6% |
| YTD | +5.7% | -26.5% | +32.2% | +5.0% |
| 1Y | +9.0% | +153.1% | -144.1% | -3.4% |
| All | +339.7% | -22.1% | +361.8% | +315.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling