+2,660.6%
AVGO vs TLT
-12.6%
+2,673.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.3% | -4.8% |
| 7D | +18.2% | -3.1% | +21.3% | +17.6% |
| 30D | +0.2% | +1.0% | -0.8% | +0.4% |
| 3M | -16.8% | -2.7% | -14.1% | -17.1% |
| 6M | -16.5% | -4.1% | -12.3% | -17.0% |
| YTD | +0.8% | -5.4% | +6.2% | 0.0% |
| 1Y | +2.8% | -7.0% | +9.8% | +1.6% |
| 3Y | +278.5% | +2.8% | +275.7% | +282.9% |
| 5Y | +573.1% | -35.4% | +608.4% | +474.4% |
| All | +2,660.6% | -12.6% | +2,673.2% | +2,637.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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