+276.6%
AVGO vs TSEM
+599.9%
-323.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.6% | -3.6% | +1.1% |
| 7D | +6.1% | +6.8% | -0.7% | +3.5% |
| 30D | -2.7% | -26.6% | +23.9% | +8.0% |
| 3M | -16.9% | -36.3% | +19.5% | -4.1% |
| 6M | -19.1% | -30.6% | +11.4% | -15.0% |
| YTD | +0.3% | +35.3% | -35.0% | -27.5% |
| 1Y | -1.2% | +59.2% | -60.4% | -34.9% |
| All | +276.6% | +599.9% | -323.3% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling