+697.3%
AVGO vs TSLQ
-97.2%
+794.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.1% |
| 7D | +1.1% | -6.6% | +7.7% | -0.1% |
| 30D | -13.0% | -24.3% | +11.3% | -17.0% |
| 3M | -6.0% | -3.6% | -2.4% | -3.8% |
| 6M | +6.4% | -12.0% | +18.3% | +9.8% |
| YTD | +5.0% | +1.4% | +3.6% | +12.6% |
| 1Y | +1.4% | -43.6% | +44.9% | -0.2% |
| 3Y | +336.8% | -95.4% | +432.2% | +259.1% |
| All | +697.3% | -97.2% | +794.5% | +565.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling