+7.4%
AVGO vs TMF
-21.2%
+28.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -0.3% | +1.0% | -1.3% | -0.6% |
| 30D | -13.8% | -1.8% | -12.0% | -13.4% |
| 3M | -6.9% | -8.2% | +1.3% | -4.5% |
| 6M | +11.9% | -19.5% | +31.4% | +17.8% |
| YTD | +6.9% | -16.0% | +22.8% | +11.1% |
| 1Y | +7.4% | -22.5% | +29.9% | +13.9% |
| All | +7.4% | -21.2% | +28.6% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TMF 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling