+2,770.9%
AVGO vs TSEM
+1,313.0%
+1,458.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | -0.3% |
| 7D | +1.1% | -4.9% | +6.0% | +3.1% |
| 30D | -13.0% | -18.7% | +5.7% | -6.3% |
| 3M | -6.0% | -18.1% | +12.2% | -2.6% |
| 6M | +6.4% | +77.1% | -70.7% | -25.0% |
| YTD | +5.0% | +80.1% | -75.2% | -27.8% |
| 1Y | +1.4% | +220.4% | -219.0% | -47.1% |
| 3Y | +336.8% | +650.1% | -313.3% | +53.4% |
| 5Y | +698.2% | +628.9% | +69.3% | +168.9% |
| All | +2,770.9% | +1,313.0% | +1,458.0% | +588.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling