+2,584.7%
AVGO vs TFC
+81.3%
+2,503.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +6.1% | -1.2% | +7.3% | +6.7% |
| 30D | -2.7% | +7.8% | -10.4% | -5.5% |
| 3M | -16.9% | -3.0% | -13.9% | -16.2% |
| 6M | -19.1% | +5.8% | -25.0% | -21.8% |
| YTD | +0.3% | +5.3% | -5.0% | -3.2% |
| 1Y | -1.2% | +15.7% | -16.9% | -8.3% |
| 3Y | +272.4% | +94.8% | +177.6% | +176.9% |
| 5Y | +579.0% | 0.0% | +579.0% | +541.4% |
| 10Y | +2,584.7% | +79.0% | +2,505.7% | +1,964.2% |
| All | +2,584.7% | +81.3% | +2,503.4% | +1,964.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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