+718.9%
AVGO vs TSM
+287.3%
+431.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +1.2% |
| 7D | -0.3% | +6.0% | -6.3% | -4.6% |
| 30D | -13.8% | +4.5% | -18.4% | -16.7% |
| 3M | -6.9% | +3.1% | -10.0% | -9.8% |
| 6M | +11.9% | +30.2% | -18.3% | -10.1% |
| YTD | +6.9% | +45.2% | -38.3% | -21.7% |
| 1Y | +7.4% | +79.6% | -72.2% | -32.8% |
| 3Y | +345.6% | +411.0% | -65.4% | +41.6% |
| 5Y | +718.9% | +290.7% | +428.2% | +193.1% |
| All | +718.9% | +287.3% | +431.6% | +193.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling