+2,755.4%
AVGO vs TT
+899.5%
+1,855.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -0.3% | +1.6% | -1.9% | -1.3% |
| 30D | -13.8% | -7.3% | -6.5% | -9.7% |
| 3M | -6.9% | -2.6% | -4.3% | -5.8% |
| 6M | +11.9% | +5.9% | +6.0% | +7.3% |
| YTD | +6.9% | +15.4% | -8.5% | -3.7% |
| 1Y | +7.4% | +8.2% | -0.8% | +0.8% |
| 3Y | +345.6% | +122.7% | +222.9% | +172.9% |
| 5Y | +718.9% | +145.0% | +573.9% | +362.4% |
| 10Y | +2,755.4% | +893.7% | +1,861.6% | +644.6% |
| All | +2,755.4% | +899.5% | +1,855.8% | +644.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling