+474.0%
AVGO vs TPR
+253.5%
+220.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.1% |
| 7D | -9.9% | +14.2% | -24.1% | -14.3% |
| 30D | -22.0% | +17.1% | -39.1% | -26.6% |
| 3M | -30.0% | -17.7% | -12.3% | -26.2% |
| 6M | -30.7% | -10.2% | -20.6% | -30.0% |
| YTD | -14.7% | +4.9% | -19.6% | -19.6% |
| 1Y | -16.8% | +36.1% | -52.9% | -29.7% |
| 3Y | +244.4% | +416.5% | -172.0% | +67.2% |
| All | +474.0% | +253.5% | +220.5% | +202.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling