+262.1%
AVGO vs TFC
+91.2%
+170.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +8.1% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | -11.6% | +9.2% | -20.8% | -14.3% |
| 3M | -25.2% | -2.9% | -22.3% | -24.5% |
| 6M | -25.4% | +3.5% | -28.9% | -27.2% |
| YTD | -7.2% | +5.4% | -12.6% | -10.7% |
| 1Y | -7.9% | +17.3% | -25.2% | -15.8% |
| 3Y | +262.1% | +96.7% | +165.4% | +157.5% |
| All | +262.1% | +91.2% | +170.9% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling