-6.8%
AVGO vs TSLL
-48.4%
+41.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -0.8% |
| 7D | -7.5% | -9.4% | +1.9% | -5.7% |
| 30D | -10.2% | +1.6% | -11.8% | -10.7% |
| 3M | -22.0% | +29.4% | -51.4% | -26.7% |
| 6M | -21.6% | -20.1% | -1.4% | -21.2% |
| YTD | -5.4% | -44.5% | +39.1% | +0.4% |
| 1Y | -6.8% | -46.0% | +39.2% | -2.2% |
| All | -6.8% | -48.4% | +41.6% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling