+566.3%
AVGO vs TSLL
-53.8%
+620.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.8% |
| 7D | 0.0% | -11.0% | +11.0% | +1.8% |
| 30D | -8.2% | -5.3% | -2.9% | -7.6% |
| 3M | -21.3% | +20.8% | -42.1% | -24.7% |
| 6M | -22.5% | -36.0% | +13.5% | -19.3% |
| YTD | -3.6% | -47.3% | +43.7% | +2.5% |
| 1Y | -6.7% | -48.4% | +41.8% | -1.2% |
| 3Y | +258.1% | -5.4% | +263.6% | +188.2% |
| All | +566.3% | -53.8% | +620.1% | +510.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling