+2,300.3%
AVGO vs TPR
+403.1%
+1,897.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.3% | +8.0% |
| 7D | -0.9% | +12.7% | -13.5% | -4.6% |
| 30D | -11.6% | +17.1% | -28.7% | -16.2% |
| 3M | -25.2% | -15.9% | -9.3% | -22.3% |
| 6M | -25.4% | +2.6% | -28.1% | -27.7% |
| YTD | -7.2% | +7.5% | -14.7% | -12.0% |
| 1Y | -7.9% | +32.9% | -40.8% | -18.6% |
| 3Y | +262.1% | +413.8% | -151.7% | +106.9% |
| 5Y | +525.7% | +263.9% | +261.8% | +283.9% |
| 10Y | +2,300.3% | +389.7% | +1,910.6% | +1,075.4% |
| All | +2,300.3% | +403.1% | +1,897.2% | +1,075.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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