+114.6%
AVGO vs TEM
+53.2%
+61.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.5% | -0.5% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | -13.7% | +11.3% | -25.0% | -15.5% |
| 3M | -6.9% | +25.5% | -32.5% | -10.9% |
| 6M | +5.8% | +17.1% | -11.3% | +1.5% |
| YTD | +5.7% | +3.8% | +1.9% | +2.7% |
| 1Y | +9.0% | -24.4% | +33.4% | +10.0% |
| All | +114.6% | +53.2% | +61.4% | +88.2% |
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