-17.4%
AVGO vs TPR
+28.3%
-45.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.8% |
| 7D | -9.9% | +14.2% | -24.1% | -10.6% |
| 30D | -22.0% | +17.1% | -39.1% | -22.7% |
| 3M | -30.0% | -17.7% | -12.3% | -27.5% |
| 6M | -30.7% | -10.2% | -20.6% | -29.7% |
| YTD | -14.7% | +4.9% | -19.6% | -17.8% |
| All | -17.4% | +28.3% | -45.7% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling