+32,355.3%
AVGO vs TEL
+1,195.3%
+31,160.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +4.3% |
| 7D | -0.3% | -1.4% | +1.1% | +0.5% |
| 30D | -13.8% | -4.9% | -9.0% | -11.1% |
| 3M | -6.9% | +0.1% | -7.0% | -7.8% |
| 6M | +11.9% | +0.4% | +11.6% | +8.5% |
| YTD | +6.9% | -8.9% | +15.8% | +10.4% |
| 1Y | +7.4% | -0.3% | +7.7% | +3.5% |
| 3Y | +345.6% | +67.6% | +278.0% | +189.2% |
| 5Y | +718.9% | +50.7% | +668.2% | +470.2% |
| 10Y | +2,755.4% | +288.6% | +2,466.7% | +869.4% |
| All | +32,355.3% | +1,195.3% | +31,160.0% | +5,240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TEL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling