-16.8%
AVGO vs TSLL
-57.5%
+40.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.6% | -7.9% | -1.1% |
| 7D | -9.9% | -21.2% | +11.3% | -5.7% |
| 30D | -22.0% | -13.3% | -8.7% | -20.0% |
| 3M | -30.0% | +15.4% | -45.4% | -32.8% |
| 6M | -30.7% | -34.2% | +3.5% | -27.6% |
| YTD | -14.7% | -52.9% | +38.2% | -6.5% |
| 1Y | -16.8% | -54.3% | +37.5% | -9.7% |
| All | -16.8% | -57.5% | +40.7% | -9.7% |
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