+28,084.6%
AVGO vs TFC
+273.0%
+27,811.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +7.9% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | -11.6% | +9.2% | -20.8% | -15.0% |
| 3M | -25.2% | -2.9% | -22.3% | -24.5% |
| 6M | -25.4% | +3.5% | -28.9% | -27.5% |
| YTD | -7.2% | +5.4% | -12.6% | -10.9% |
| 1Y | -7.9% | +17.3% | -25.2% | -15.8% |
| 3Y | +262.1% | +96.7% | +165.4% | +157.9% |
| 5Y | +525.7% | -1.1% | +526.8% | +485.4% |
| 10Y | +2,300.3% | +84.7% | +2,215.6% | +1,362.4% |
| All | +28,084.6% | +273.0% | +27,811.6% | +12,101.5% |
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 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