+30,513.3%
AVGO vs TSEM
+899.3%
+29,614.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.9% | +2.2% | -2.7% |
| 7D | +18.2% | +7.0% | +11.2% | +15.8% |
| 30D | +0.2% | -29.8% | +30.0% | +10.5% |
| 3M | -16.8% | -41.9% | +25.1% | -3.9% |
| 6M | -16.5% | -45.8% | +29.3% | -4.4% |
| YTD | +0.8% | +25.1% | -24.3% | -13.1% |
| 1Y | +2.8% | +48.2% | -45.4% | -15.8% |
| 3Y | +278.5% | +476.5% | -197.9% | +107.5% |
| 5Y | +573.1% | +301.4% | +271.6% | +297.6% |
| 10Y | +2,598.7% | +812.9% | +1,785.7% | +1,171.7% |
| All | +30,513.3% | +899.3% | +29,614.0% | +12,925.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling