+31,416.6%
AVGO vs TPR
+548.5%
+30,868.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 3M | -14.4% | -12.5% | -2.0% | -11.9% |
| 6M | +13.1% | -21.4% | +34.6% | +19.8% |
| YTD | +3.8% | -3.5% | +7.3% | +2.4% |
| 1Y | +17.8% | +17.4% | +0.4% | +8.4% |
| 3Y | +325.3% | +291.3% | +34.0% | +160.1% |
| 5Y | +689.9% | +241.9% | +448.0% | +388.0% |
| 10Y | +2,597.0% | +322.7% | +2,274.3% | +1,242.3% |
| All | +31,416.6% | +548.5% | +30,868.1% | +12,307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling