+30,355.4%
AVGO vs TSM
+6,311.2%
+24,044.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +1.1% |
| 7D | +6.1% | +4.4% | +1.6% | +3.0% |
| 30D | -2.7% | -7.0% | +4.3% | +2.5% |
| 3M | -16.9% | -1.8% | -15.1% | -15.7% |
| 6M | -19.1% | +2.7% | -21.8% | -21.0% |
| YTD | +0.3% | +37.1% | -36.8% | -20.8% |
| 1Y | -1.2% | +43.5% | -44.6% | -23.9% |
| 3Y | +272.4% | +341.5% | -69.1% | +39.6% |
| 5Y | +579.0% | +278.9% | +300.2% | +170.5% |
| 10Y | +2,584.7% | +1,641.8% | +942.9% | +295.7% |
| All | +30,355.4% | +6,311.2% | +24,044.2% | +1,936.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling