+2,856.4%
AVGO vs TECH
+179.6%
+2,676.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -13.7% | +0.3% | -14.0% | -13.8% |
| 3M | -6.9% | +32.9% | -39.9% | -17.2% |
| 6M | +5.8% | +32.1% | -26.3% | -7.9% |
| YTD | +5.7% | +23.4% | -17.7% | -6.4% |
| 1Y | +9.0% | +34.1% | -25.0% | -8.0% |
| 3Y | +340.5% | +2.2% | +338.3% | +295.4% |
| 5Y | +711.1% | -41.8% | +752.9% | +840.7% |
| 10Y | +2,856.4% | +188.9% | +2,667.5% | +1,366.0% |
| All | +2,856.4% | +179.6% | +2,676.8% | +1,366.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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