+244.4%
AVGO vs TER
+150.3%
+94.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | -0.4% |
| 7D | -9.9% | -20.5% | +10.5% | -1.0% |
| 30D | -22.0% | -47.0% | +25.0% | +1.3% |
| 3M | -30.0% | -43.3% | +13.2% | -13.0% |
| 6M | -30.7% | -42.9% | +12.2% | -17.4% |
| YTD | -14.7% | +12.9% | -27.5% | -32.2% |
| 1Y | -16.8% | +18.2% | -35.0% | -35.5% |
| 3Y | +244.4% | +151.8% | +92.6% | +52.1% |
| All | +244.4% | +150.3% | +94.1% | +52.1% |
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