+2,789.9%
AVGO vs TSN
-7.2%
+2,797.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.8% | -7.3% | +6.5% | +0.9% |
| 30D | -13.7% | -8.6% | -5.1% | -12.1% |
| 3M | -6.9% | -7.5% | +0.6% | -5.7% |
| 6M | +5.8% | -14.1% | +19.9% | +8.5% |
| YTD | +5.7% | -9.4% | +15.1% | +6.8% |
| 1Y | +9.0% | -4.1% | +13.1% | +8.2% |
| 3Y | +340.5% | +10.3% | +330.2% | +304.8% |
| 5Y | +711.1% | -19.7% | +730.8% | +720.4% |
| All | +2,789.9% | -7.2% | +2,797.1% | +2,383.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling