+332.9%
AVGO vs TLT
-0.7%
+333.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -3.0% | -0.4% | -2.5% | -2.9% |
| 30D | -14.4% | -0.6% | -13.9% | -14.4% |
| 3M | -14.4% | -2.7% | -11.7% | -14.1% |
| 6M | +13.1% | -5.6% | +18.8% | +13.8% |
| YTD | +3.8% | -2.8% | +6.6% | +4.2% |
| 1Y | +17.8% | -1.4% | +19.2% | +18.3% |
| All | +332.9% | -0.7% | +333.6% | +330.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling