+32,355.3%
AVGO vs TSEM
+1,395.4%
+30,960.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.3% |
| 7D | -0.3% | +10.4% | -10.7% | -3.3% |
| 30D | -13.8% | -12.9% | -0.9% | -10.8% |
| 3M | -6.9% | -9.2% | +2.3% | -7.2% |
| 6M | +11.9% | +98.8% | -86.8% | -14.1% |
| YTD | +6.9% | +87.2% | -80.3% | -17.3% |
| 1Y | +7.4% | +239.0% | -231.6% | -30.8% |
| 3Y | +345.6% | +679.5% | -333.9% | +125.0% |
| 5Y | +718.9% | +667.3% | +51.6% | +306.1% |
| 10Y | +2,755.4% | +1,301.0% | +1,454.3% | +1,102.3% |
| All | +32,355.3% | +1,395.4% | +30,960.0% | +12,299.6% |
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