+278.5%
AVGO vs TER
+188.5%
+90.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.4% | +0.6% | -2.5% |
| 7D | +18.2% | +14.4% | +3.8% | +11.5% |
| 30D | +0.2% | -30.6% | +30.8% | +16.0% |
| 3M | -16.8% | -39.2% | +22.4% | +0.5% |
| 6M | -16.5% | -31.3% | +14.8% | -8.1% |
| YTD | +0.8% | +29.1% | -28.3% | -24.4% |
| 1Y | +2.8% | +47.4% | -44.6% | -28.2% |
| 3Y | +278.5% | +191.2% | +87.3% | +52.9% |
| All | +278.5% | +188.5% | +90.0% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling