+2,770.9%
AVGO vs TNA
+86.1%
+2,684.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +1.1% | -7.3% | +8.4% | +3.6% |
| 30D | -13.0% | -14.2% | +1.2% | -8.9% |
| 3M | -6.0% | -4.6% | -1.4% | -4.9% |
| 6M | +6.4% | +36.9% | -30.6% | -5.0% |
| YTD | +5.0% | +42.5% | -37.6% | -8.2% |
| 1Y | +1.4% | +45.8% | -44.4% | -12.7% |
| 3Y | +336.8% | +104.7% | +232.2% | +209.7% |
| 5Y | +698.2% | -21.7% | +719.9% | +580.5% |
| All | +2,770.9% | +86.1% | +2,684.9% | +1,463.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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