+2,890.3%
AVGO vs TLT
-19.7%
+2,910.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.2% |
| 30D | -13.8% | -0.3% | -13.5% | -13.9% |
| 3M | -6.9% | -1.7% | -5.2% | -7.1% |
| 6M | +11.9% | -4.9% | +16.8% | +11.0% |
| YTD | +6.9% | -2.8% | +9.7% | +6.4% |
| 1Y | +7.4% | -4.2% | +11.6% | +6.7% |
| 3Y | +345.6% | -1.1% | +346.7% | +344.8% |
| 5Y | +718.9% | -33.7% | +752.6% | +607.9% |
| All | +2,890.3% | -19.7% | +2,910.0% | +2,825.3% |
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