+665.7%
AVGO vs TSLQ
-97.8%
+763.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.7% | -8.5% | -4.0% |
| 7D | +18.2% | -16.8% | +35.0% | +14.4% |
| 30D | +0.2% | -18.0% | +18.2% | -1.7% |
| 3M | -16.8% | -34.5% | +17.7% | -21.0% |
| 6M | -16.5% | -8.9% | -7.5% | -12.4% |
| YTD | +0.8% | -19.0% | +19.8% | +5.9% |
| 1Y | +2.8% | -38.2% | +41.0% | +3.2% |
| 3Y | +278.5% | -96.9% | +375.5% | +191.7% |
| All | +665.7% | -97.8% | +763.4% | +526.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling