+1,900.5%
AVGO vs TENB
-9.4%
+1,909.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +2.1% |
| 7D | +1.1% | -12.1% | +13.2% | +4.9% |
| 30D | -13.0% | -18.6% | +5.6% | -8.2% |
| 3M | -6.0% | +12.1% | -18.0% | -11.1% |
| 6M | +6.4% | +46.8% | -40.4% | -8.4% |
| YTD | +5.0% | +28.0% | -23.0% | -6.4% |
| 1Y | +1.4% | -1.4% | +2.8% | -2.1% |
| 3Y | +336.8% | -33.9% | +370.8% | +364.8% |
| 5Y | +698.2% | -34.6% | +732.8% | +695.6% |
| All | +1,900.5% | -9.4% | +1,909.9% | +1,394.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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