+541.2%
AVGO vs TSLL
-54.2%
+595.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.9% | -2.1% | +6.9% |
| 7D | -0.9% | -14.3% | +13.5% | +1.6% |
| 30D | -11.6% | -6.2% | -5.5% | -10.9% |
| 3M | -25.2% | +21.2% | -46.4% | -28.5% |
| 6M | -25.4% | -36.6% | +11.1% | -22.2% |
| YTD | -7.2% | -47.8% | +40.6% | -1.2% |
| 1Y | -7.9% | -45.2% | +37.3% | -3.5% |
| 3Y | +262.1% | -3.3% | +265.4% | +190.4% |
| All | +541.2% | -54.2% | +595.4% | +488.0% |
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 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