-6.7%
AVGO vs TSM
+36.1%
-42.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.0% | +1.9% | +2.4% |
| 7D | 0.0% | -2.1% | +2.0% | +1.6% |
| 30D | -8.2% | -12.5% | +4.4% | +1.2% |
| 3M | -21.3% | -5.0% | -16.3% | -18.1% |
| 6M | -22.5% | -3.2% | -19.3% | -21.4% |
| YTD | -3.6% | +31.5% | -35.0% | -29.9% |
| 1Y | -6.7% | +35.7% | -42.4% | -34.3% |
| All | -6.7% | +36.1% | -42.8% | -34.3% |
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