+2,856.4%
AVGO vs TSM
+1,769.0%
+1,087.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.5% |
| 7D | -0.8% | +4.8% | -5.6% | -4.1% |
| 30D | -13.7% | +4.0% | -17.8% | -16.2% |
| 3M | -6.9% | +2.0% | -8.9% | -9.0% |
| 6M | +5.8% | +25.5% | -19.7% | -12.0% |
| YTD | +5.7% | +44.0% | -38.3% | -21.1% |
| 1Y | +9.0% | +75.4% | -66.4% | -29.2% |
| 3Y | +340.5% | +406.7% | -66.2% | +40.0% |
| 5Y | +711.1% | +285.0% | +426.1% | +197.7% |
| 10Y | +2,856.4% | +1,815.4% | +1,041.0% | +237.1% |
| All | +2,856.4% | +1,769.0% | +1,087.4% | +237.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling