-6.8%
AVGO vs TSEM
+79.9%
-86.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.7% | +6.7% | +0.2% |
| 7D | -7.5% | -23.1% | +15.6% | -1.5% |
| 30D | -10.2% | -40.4% | +30.2% | +1.2% |
| 3M | -22.0% | -37.9% | +15.9% | -13.8% |
| 6M | -21.6% | -30.8% | +9.2% | -17.8% |
| YTD | -5.4% | +26.7% | -32.2% | -19.9% |
| 1Y | -6.8% | +80.5% | -87.3% | -27.1% |
| All | -6.8% | +79.9% | -86.7% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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