+103.7%
AVGO vs TEM
+98.6%
+5.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.2% |
| 7D | +6.1% | +5.1% | +1.0% | +5.4% |
| 30D | -2.7% | +16.8% | -19.5% | -4.8% |
| 3M | -16.9% | +42.6% | -59.5% | -21.9% |
| 6M | -19.1% | +63.9% | -83.1% | -26.2% |
| YTD | +0.3% | +34.5% | -34.2% | -6.6% |
| 1Y | -1.2% | +11.0% | -12.2% | -5.4% |
| All | +103.7% | +98.6% | +5.2% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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