+345.6%
AVGO vs TSEM
+668.6%
-323.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.4% |
| 7D | -0.3% | +10.4% | -10.7% | -4.0% |
| 30D | -13.8% | -12.9% | -0.9% | -10.0% |
| 3M | -6.9% | -9.2% | +2.3% | -7.8% |
| 6M | +11.9% | +98.8% | -86.8% | -27.0% |
| YTD | +6.9% | +87.2% | -80.3% | -29.9% |
| 1Y | +7.4% | +239.0% | -231.6% | -50.2% |
| 3Y | +345.6% | +679.5% | -333.9% | +45.7% |
| All | +345.6% | +668.6% | -323.0% | +45.7% |
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