+28,084.6%
AVGO vs TSM
+5,927.7%
+22,156.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +6.4% |
| 7D | -0.9% | -2.5% | +1.7% | +1.0% |
| 30D | -11.6% | -14.3% | +2.6% | -1.6% |
| 3M | -25.2% | -7.2% | -17.9% | -21.1% |
| 6M | -25.4% | -5.1% | -20.3% | -23.2% |
| YTD | -7.2% | +28.9% | -36.1% | -23.5% |
| 1Y | -7.9% | +37.1% | -45.0% | -26.8% |
| 3Y | +262.1% | +341.5% | -79.4% | +36.2% |
| 5Y | +525.7% | +245.7% | +280.0% | +164.9% |
| 10Y | +2,300.3% | +1,502.2% | +798.1% | +273.6% |
| All | +28,084.6% | +5,927.7% | +22,156.9% | +1,865.3% |
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 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