+703.5%
AVGO vs TEL
+50.4%
+653.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.0% |
| 7D | -0.8% | +1.2% | -2.0% | -1.9% |
| 30D | -13.7% | -4.1% | -9.6% | -11.4% |
| 3M | -6.9% | -2.6% | -4.4% | -5.9% |
| 6M | +5.8% | 0.0% | +5.8% | +2.2% |
| YTD | +5.7% | -9.1% | +14.7% | +9.0% |
| 1Y | +9.0% | -0.8% | +9.9% | +4.4% |
| 3Y | +340.5% | +67.4% | +273.2% | +167.2% |
| All | +703.5% | +50.4% | +653.0% | +417.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling