+30,513.3%
AVGO vs TSN
+646.1%
+29,867.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.0% | -4.6% |
| 7D | +18.2% | -1.4% | +19.6% | +18.6% |
| 30D | +0.2% | +8.5% | -8.3% | -2.0% |
| 3M | -16.8% | +5.3% | -22.1% | -18.2% |
| 6M | -16.5% | -10.5% | -6.0% | -14.8% |
| YTD | +0.8% | +3.0% | -2.1% | -1.4% |
| 1Y | +2.8% | +12.1% | -9.3% | -1.8% |
| 3Y | +278.5% | +43.1% | +235.4% | +223.8% |
| 5Y | +573.1% | -15.1% | +588.2% | +572.1% |
| 10Y | +2,598.7% | +14.8% | +2,583.9% | +2,195.9% |
| All | +30,513.3% | +646.1% | +29,867.1% | +13,547.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling