+262.1%
AVGO vs TSM
+336.7%
-74.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +5.8% |
| 7D | -0.9% | -2.5% | +1.7% | +1.3% |
| 30D | -11.6% | -14.3% | +2.6% | +0.5% |
| 3M | -25.2% | -7.2% | -17.9% | -20.4% |
| 6M | -25.4% | -5.1% | -20.3% | -23.3% |
| YTD | -7.2% | +28.9% | -36.1% | -28.8% |
| 1Y | -7.9% | +37.1% | -45.0% | -32.8% |
| 3Y | +262.1% | +341.5% | -79.4% | +4.4% |
| All | +262.1% | +336.7% | -74.5% | +4.4% |
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