+17.8%
AVGO vs TSM
+87.4%
-69.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -1.8% |
| 7D | -3.0% | +2.7% | -5.7% | -4.9% |
| 30D | -14.4% | +3.6% | -18.0% | -16.6% |
| 3M | -14.4% | -3.4% | -11.1% | -13.1% |
| 6M | +13.1% | +20.6% | -7.5% | -4.6% |
| YTD | +3.8% | +41.9% | -38.1% | -26.7% |
| 1Y | +17.8% | +84.4% | -66.6% | -37.3% |
| All | +17.8% | +87.4% | -69.7% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 1y: compounded portfolio wealth divided by compounded TSM 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…
1y analysis · Full analysis span regression · 6 months rolling