+31,416.6%
AVGO vs TNA
+794.5%
+30,622.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -14.4% | -4.9% | -9.5% | -13.2% |
| 3M | -14.4% | +0.4% | -14.8% | -14.8% |
| 6M | +13.1% | +32.5% | -19.4% | +2.0% |
| YTD | +3.8% | +53.7% | -49.9% | -11.3% |
| 1Y | +17.8% | +65.1% | -47.3% | -2.4% |
| 3Y | +325.3% | +98.4% | +226.8% | +204.6% |
| 5Y | +689.9% | -22.5% | +712.4% | +577.2% |
| 10Y | +2,597.0% | +82.5% | +2,514.5% | +1,221.5% |
| All | +31,416.6% | +794.5% | +30,622.1% | +7,995.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling