+332.9%
AVGO vs TLN
+476.4%
-143.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -1.3% |
| 7D | -3.0% | +7.1% | -10.0% | -5.7% |
| 30D | -14.4% | -3.9% | -10.5% | -13.5% |
| 3M | -14.4% | -16.2% | +1.7% | -9.2% |
| 6M | +13.1% | -5.8% | +18.9% | +12.8% |
| YTD | +3.8% | -15.4% | +19.2% | +6.3% |
| 1Y | +17.8% | -16.7% | +34.5% | +21.3% |
| All | +332.9% | +476.4% | -143.4% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling