+332.9%
AVGO vs TSM
+396.9%
-63.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -2.1% |
| 7D | -3.0% | +2.7% | -5.7% | -5.2% |
| 30D | -14.4% | +3.6% | -18.0% | -17.0% |
| 3M | -14.4% | -3.4% | -11.1% | -12.9% |
| 6M | +13.1% | +20.6% | -7.5% | -6.3% |
| YTD | +3.8% | +41.9% | -38.1% | -26.3% |
| 1Y | +17.8% | +84.4% | -66.6% | -33.5% |
| All | +332.9% | +396.9% | -63.9% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling