+695.6%
AVGO vs TNA
-26.1%
+721.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | 0.0% |
| 7D | +1.0% | -7.6% | +8.6% | +3.6% |
| 30D | -13.3% | -13.6% | +0.4% | -9.2% |
| 3M | -2.9% | +2.8% | -5.7% | -4.2% |
| 6M | +5.7% | +34.5% | -28.8% | -5.3% |
| YTD | +4.6% | +41.0% | -36.4% | -8.6% |
| 1Y | -1.6% | +52.0% | -53.7% | -17.0% |
| 3Y | +336.2% | +103.5% | +232.8% | +207.0% |
| 5Y | +695.6% | -22.5% | +718.2% | +562.6% |
| All | +695.6% | -26.1% | +721.7% | +562.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling