+489.4%
AVGO vs TSLL
-58.7%
+548.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.6% | -7.9% | -0.8% |
| 7D | -9.9% | -21.2% | +11.3% | -6.4% |
| 30D | -22.0% | -13.3% | -8.7% | -20.3% |
| 3M | -30.0% | +15.4% | -45.4% | -32.6% |
| 6M | -30.7% | -34.2% | +3.5% | -28.2% |
| YTD | -14.7% | -52.9% | +38.2% | -7.6% |
| 1Y | -16.8% | -54.3% | +37.5% | -10.1% |
| 3Y | +244.4% | -18.4% | +262.8% | +183.9% |
| All | +489.4% | -58.7% | +548.2% | +450.2% |
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