+241.9%
AVGO vs TSLL
-27.3%
+269.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -21.9% | +11.5% | -6.5% |
| 7D | -15.5% | -28.9% | +13.4% | -10.3% |
| 30D | -22.4% | -21.4% | -1.0% | -19.2% |
| 3M | -30.2% | +5.0% | -35.2% | -31.6% |
| 6M | -31.6% | -36.6% | +5.0% | -28.5% |
| YTD | -15.3% | -56.6% | +41.3% | -6.6% |
| 1Y | -18.2% | -60.9% | +42.7% | -9.0% |
| All | +241.9% | -27.3% | +269.2% | +195.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling