+718.9%
AVGO vs TFC
+15.2%
+703.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.7% |
| 7D | -0.3% | +2.2% | -2.5% | -1.2% |
| 30D | -13.8% | -2.5% | -11.4% | -13.2% |
| 3M | -6.9% | +4.5% | -11.5% | -9.0% |
| 6M | +11.9% | +11.0% | +1.0% | +6.8% |
| YTD | +6.9% | +5.9% | +1.0% | +3.3% |
| 1Y | +7.4% | +14.6% | -7.2% | +0.5% |
| 3Y | +345.6% | +96.7% | +248.8% | +238.8% |
| 5Y | +718.9% | +15.6% | +703.3% | +679.2% |
| All | +718.9% | +15.2% | +703.7% | +679.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling