+691.7%
AVGO vs TPR
+239.8%
+451.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.0% | -2.3% | -0.7% | -2.2% |
| 30D | -14.4% | -23.0% | +8.5% | -7.0% |
| 3M | -14.4% | -12.5% | -2.0% | -11.7% |
| 6M | +13.1% | -21.4% | +34.6% | +20.5% |
| YTD | +3.8% | -3.5% | +7.3% | +1.5% |
| 1Y | +17.8% | +17.4% | +0.4% | +5.8% |
| 3Y | +325.3% | +291.3% | +34.0% | +132.9% |
| All | +691.7% | +239.8% | +451.8% | +334.5% |
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 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