+31,416.6%
AVGO vs TT
+3,117.4%
+28,299.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -14.4% | -7.2% | -7.3% | -10.7% |
| 3M | -14.4% | -3.0% | -11.5% | -13.2% |
| 6M | +13.1% | +1.4% | +11.8% | +11.6% |
| YTD | +3.8% | +15.9% | -12.1% | -6.0% |
| 1Y | +17.8% | +9.4% | +8.4% | +10.4% |
| 3Y | +325.3% | +124.4% | +200.9% | +166.1% |
| 5Y | +689.9% | +138.0% | +551.9% | +368.9% |
| 10Y | +2,597.0% | +886.4% | +1,710.6% | +609.2% |
| All | +31,416.6% | +3,117.4% | +28,299.2% | +4,198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded TT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling