+25,809.4%
AVGO vs TLT
+50.0%
+25,759.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -9.9% | +0.1% | -10.0% | -9.9% |
| 30D | -22.0% | +6.2% | -28.2% | -20.2% |
| 3M | -30.0% | +0.1% | -30.1% | -29.9% |
| 6M | -30.7% | -3.0% | -27.8% | -31.5% |
| YTD | -14.7% | -2.7% | -11.9% | -15.5% |
| 1Y | -16.8% | -4.8% | -11.9% | -18.4% |
| 3Y | +244.4% | +6.9% | +237.5% | +256.2% |
| 5Y | +474.0% | -34.5% | +508.5% | +363.5% |
| 10Y | +2,122.6% | -17.3% | +2,139.9% | +2,032.3% |
| All | +25,809.4% | +50.0% | +25,759.4% | +38,129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling