+31,416.6%
AVGO vs TFC
+282.8%
+31,133.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.0% | +2.4% | -5.4% | -4.0% |
| 30D | -14.4% | -1.3% | -13.1% | -14.1% |
| 3M | -14.4% | +6.1% | -20.5% | -17.2% |
| 6M | +13.1% | +7.3% | +5.8% | +8.5% |
| YTD | +3.8% | +8.2% | -4.4% | -1.2% |
| 1Y | +17.8% | +14.4% | +3.3% | +8.8% |
| 3Y | +325.3% | +93.7% | +231.5% | +203.8% |
| 5Y | +689.9% | +16.4% | +673.5% | +585.0% |
| 10Y | +2,597.0% | +101.6% | +2,495.4% | +1,471.3% |
| All | +31,416.6% | +282.8% | +31,133.8% | +13,424.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling