+3.3%
AVGO vs TSN
+10.6%
-7.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.6% | +5.4% |
| 7D | +25.0% | -1.4% | +26.4% | +24.7% |
| 30D | +2.0% | +10.2% | -8.2% | +3.3% |
| 3M | -12.3% | +7.2% | -19.4% | -11.4% |
| 6M | -12.8% | -10.6% | -2.2% | -11.0% |
| YTD | +5.9% | +3.7% | +2.1% | +2.9% |
| 1Y | +3.3% | +13.5% | -10.1% | -5.8% |
| All | +3.3% | +10.6% | -7.3% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling