+617.0%
AVGO vs TSLL
-57.4%
+674.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.8% | +12.1% | +2.2% |
| 7D | -3.0% | +1.9% | -4.8% | -3.7% |
| 30D | -14.4% | +17.8% | -32.2% | -17.5% |
| 3M | -14.4% | -37.0% | +22.6% | -9.9% |
| 6M | +13.1% | -37.7% | +50.8% | +18.0% |
| YTD | +3.8% | -51.4% | +55.2% | +12.3% |
| 1Y | +17.8% | -23.4% | +41.1% | +15.4% |
| 3Y | +325.3% | -30.8% | +356.0% | +258.1% |
| All | +617.0% | -57.4% | +674.4% | +568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling