+31,674.6%
AVGO vs TMO
+1,309.7%
+30,364.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +1.0% | -2.5% | +3.5% | +2.3% |
| 30D | -13.3% | -0.3% | -13.0% | -13.4% |
| 3M | -2.9% | +25.3% | -28.1% | -15.1% |
| 6M | +5.7% | +20.9% | -15.1% | -6.8% |
| YTD | +4.6% | +4.3% | +0.3% | -0.3% |
| 1Y | -1.6% | +27.0% | -28.7% | -16.9% |
| 3Y | +336.2% | +17.5% | +318.7% | +272.8% |
| 5Y | +695.6% | +6.9% | +688.7% | +603.5% |
| 10Y | +2,827.6% | +332.0% | +2,495.6% | +940.1% |
| All | +31,674.6% | +1,309.7% | +30,364.9% | +5,392.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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