+32,355.3%
AVGO vs TGT
+522.8%
+31,832.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.0% | +3.3% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | -13.8% | +9.5% | -23.4% | -16.3% |
| 3M | -6.9% | +32.3% | -39.2% | -15.0% |
| 6M | +11.9% | +37.0% | -25.1% | +0.8% |
| YTD | +6.9% | +71.0% | -64.2% | -10.5% |
| 1Y | +7.4% | +85.0% | -77.6% | -12.7% |
| 3Y | +345.6% | +46.8% | +298.7% | +268.3% |
| 5Y | +718.9% | -22.7% | +741.6% | +723.2% |
| 10Y | +2,755.4% | +216.3% | +2,539.1% | +1,613.1% |
| All | +32,355.3% | +522.8% | +31,832.5% | +12,568.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TGT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling