+592.9%
AVGO vs TSLL
-51.1%
+644.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.8% | -1.8% | +3.0% |
| 7D | +6.1% | +0.5% | +5.6% | +5.8% |
| 30D | -2.7% | +2.7% | -5.3% | -3.4% |
| 3M | -16.9% | +26.3% | -43.2% | -21.1% |
| 6M | -19.1% | -37.2% | +18.0% | -15.5% |
| YTD | +0.3% | -44.2% | +44.5% | +5.5% |
| 1Y | -1.2% | -44.0% | +42.8% | +3.1% |
| 3Y | +272.4% | 0.0% | +272.4% | +196.7% |
| All | +592.9% | -51.1% | +644.0% | +528.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling