+2,660.6%
AVGO vs TSEM
+805.6%
+1,855.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.9% | +2.2% | -2.0% |
| 7D | +18.2% | +7.0% | +11.2% | +15.0% |
| 30D | +0.2% | -29.8% | +30.0% | +14.1% |
| 3M | -16.8% | -41.9% | +25.1% | +0.6% |
| 6M | -16.5% | -45.8% | +29.3% | -0.7% |
| YTD | +0.8% | +25.1% | -24.3% | -21.4% |
| 1Y | +2.8% | +48.2% | -45.4% | -25.9% |
| 3Y | +278.5% | +476.5% | -197.9% | +44.7% |
| 5Y | +573.1% | +301.4% | +271.6% | +188.1% |
| All | +2,660.6% | +805.6% | +1,855.0% | +655.9% |
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