+367.7%
AVGO vs TLN
+589.3%
-221.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.4% |
| 7D | -0.8% | +5.8% | -6.6% | -3.1% |
| 30D | -13.7% | -6.9% | -6.9% | -11.7% |
| 3M | -6.9% | -10.9% | +4.0% | -3.8% |
| 6M | +5.8% | -4.6% | +10.4% | +4.9% |
| YTD | +5.7% | -14.7% | +20.4% | +7.9% |
| 1Y | +9.0% | -17.9% | +26.9% | +13.0% |
| 3Y | +340.5% | +483.9% | -143.4% | +112.8% |
| All | +367.7% | +589.3% | -221.6% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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