+3.3%
AVGO vs TSLL
-42.8%
+46.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.2% | +4.8% |
| 7D | +25.0% | +33.0% | -8.0% | +17.6% |
| 30D | +2.0% | +7.7% | -5.7% | -0.1% |
| 3M | -12.3% | +34.7% | -47.0% | -18.4% |
| 6M | -12.8% | -31.5% | +18.7% | -9.6% |
| YTD | +5.9% | -42.4% | +48.2% | +10.9% |
| 1Y | +3.3% | -39.7% | +43.0% | +4.3% |
| All | +3.3% | -42.8% | +46.2% | +4.3% |
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