+335.4%
AVGO vs TSLQ
-95.5%
+431.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -0.5% |
| 7D | +1.0% | +5.7% | -4.7% | +2.3% |
| 30D | -13.3% | -21.1% | +7.8% | -16.5% |
| 3M | -2.9% | -11.5% | +8.6% | -2.2% |
| 6M | +5.7% | -14.9% | +20.6% | +8.4% |
| YTD | +4.6% | +2.4% | +2.2% | +12.3% |
| 1Y | -1.6% | -49.8% | +48.1% | -5.3% |
| All | +335.4% | -95.5% | +431.0% | +270.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling