+570.0%
AVGO vs TPR
+230.3%
+339.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.7% |
| 7D | +18.2% | -0.3% | +18.4% | +18.3% |
| 30D | +0.2% | +15.1% | -14.9% | -5.1% |
| 3M | -16.8% | +3.5% | -20.3% | -18.7% |
| 6M | -16.5% | +0.4% | -16.9% | -19.0% |
| YTD | +0.8% | +4.6% | -3.8% | -5.0% |
| 1Y | +2.8% | +33.1% | -30.3% | -12.4% |
| 3Y | +278.5% | +396.0% | -117.4% | +85.1% |
| All | +570.0% | +230.3% | +339.8% | +258.3% |
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