+711.1%
AVGO vs TSEM
+654.3%
+56.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.6% |
| 7D | -0.8% | +4.7% | -5.5% | -2.5% |
| 30D | -13.7% | -14.2% | +0.5% | -9.6% |
| 3M | -6.9% | -5.0% | -1.9% | -9.1% |
| 6M | +5.8% | +87.6% | -81.8% | -24.7% |
| YTD | +5.7% | +84.4% | -78.8% | -25.5% |
| 1Y | +9.0% | +235.4% | -226.4% | -41.3% |
| 3Y | +340.5% | +668.0% | -327.5% | +72.1% |
| 5Y | +711.1% | +644.7% | +66.3% | +222.9% |
| All | +711.1% | +654.3% | +56.7% | +222.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling