+2,856.4%
AVGO vs TFC
+97.4%
+2,759.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.8% | -1.3% | +0.5% | -0.3% |
| 30D | -13.7% | -2.3% | -11.4% | -13.1% |
| 3M | -6.9% | +2.5% | -9.4% | -8.4% |
| 6M | +5.8% | +9.5% | -3.7% | +1.1% |
| YTD | +5.7% | +5.1% | +0.6% | +2.3% |
| 1Y | +9.0% | +15.5% | -6.5% | +1.2% |
| 3Y | +340.5% | +95.2% | +245.4% | +226.8% |
| 5Y | +711.1% | +14.5% | +696.6% | +624.4% |
| 10Y | +2,856.4% | +97.2% | +2,759.2% | +1,977.8% |
| All | +2,856.4% | +97.4% | +2,759.0% | +1,977.8% |
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