+2,770.9%
AVGO vs TGT
+207.4%
+2,563.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +1.1% | -5.2% | +6.4% | +2.5% |
| 30D | -13.0% | +1.2% | -14.2% | -13.4% |
| 3M | -6.0% | +18.4% | -24.4% | -10.5% |
| 6M | +6.4% | +33.4% | -27.1% | -2.2% |
| YTD | +5.0% | +63.8% | -58.8% | -9.0% |
| 1Y | +1.4% | +77.2% | -75.8% | -14.3% |
| 3Y | +336.8% | +41.8% | +295.0% | +272.7% |
| 5Y | +698.2% | -25.5% | +723.7% | +710.3% |
| All | +2,770.9% | +207.4% | +2,563.6% | +2,133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling