+2,475.6%
AVGO vs TER
+993.6%
+1,482.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.2% | +4.0% |
| 7D | 0.0% | -8.9% | +8.8% | +4.3% |
| 30D | -8.2% | -39.1% | +30.9% | +15.9% |
| 3M | -21.3% | -32.8% | +11.5% | -7.0% |
| 6M | -22.5% | -31.7% | +9.2% | -13.4% |
| YTD | -3.6% | +26.9% | -30.5% | -27.5% |
| 1Y | -6.7% | +33.6% | -40.3% | -31.8% |
| 3Y | +258.1% | +181.5% | +76.6% | +61.6% |
| 5Y | +560.9% | +76.1% | +484.7% | +266.0% |
| 10Y | +2,475.6% | +1,006.2% | +1,469.4% | +413.2% |
| All | +2,475.6% | +993.6% | +1,482.0% | +413.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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