+2,761.7%
AVGO vs TSN
-5.9%
+2,767.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | +1.0% | +1.4% | -0.3% | +0.7% |
| 30D | -13.3% | -6.2% | -7.1% | -12.1% |
| 3M | -2.9% | -5.7% | +2.8% | -2.1% |
| 6M | +5.7% | -11.4% | +17.1% | +7.6% |
| YTD | +4.6% | -8.2% | +12.8% | +5.4% |
| 1Y | -1.6% | -2.0% | +0.4% | -2.8% |
| 3Y | +336.2% | +11.9% | +324.4% | +299.6% |
| 5Y | +695.6% | -17.8% | +713.4% | +699.3% |
| All | +2,761.7% | -5.9% | +2,767.6% | +2,351.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TSN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling