+17.8%
AVGO vs TSLL
-22.3%
+40.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.8% | +12.1% | +2.2% |
| 7D | -3.0% | +1.9% | -4.8% | -3.8% |
| 30D | -14.4% | +17.8% | -32.2% | -17.6% |
| 3M | -14.4% | -37.0% | +22.6% | -9.6% |
| 6M | +13.1% | -37.7% | +50.8% | +18.1% |
| YTD | +3.8% | -51.4% | +55.2% | +12.0% |
| 1Y | +17.8% | -23.4% | +41.1% | +25.0% |
| All | +17.8% | -22.3% | +40.1% | +25.0% |
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