+345.6%
AVGO vs TSN
+13.0%
+332.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +3.4% |
| 7D | -0.3% | -5.0% | +4.7% | -1.5% |
| 30D | -13.8% | -9.1% | -4.8% | -15.7% |
| 3M | -6.9% | -7.4% | +0.5% | -8.3% |
| 6M | +11.9% | -13.4% | +25.3% | +9.2% |
| YTD | +6.9% | -8.5% | +15.4% | +5.8% |
| 1Y | +7.4% | -3.2% | +10.6% | +7.7% |
| 3Y | +345.6% | +11.5% | +334.1% | +327.9% |
| All | +345.6% | +13.0% | +332.6% | +327.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling