+336.8%
AVGO vs TPG
+81.8%
+255.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.4% |
| 7D | +1.1% | -9.4% | +10.6% | +5.6% |
| 30D | -13.0% | -5.3% | -7.7% | -11.3% |
| 3M | -6.0% | +12.9% | -18.9% | -12.3% |
| 6M | +6.4% | +20.1% | -13.7% | -4.5% |
| YTD | +5.0% | -22.5% | +27.5% | +17.3% |
| 1Y | +1.4% | -19.7% | +21.1% | +10.3% |
| 3Y | +336.8% | +81.2% | +255.6% | +205.5% |
| All | +336.8% | +81.8% | +255.0% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 3y: compounded portfolio wealth divided by compounded TPG 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…
3y analysis · Full analysis span regression · 6 months rolling