+2,300.3%
AVGO vs TT
+782.6%
+1,517.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.7% | +4.1% | +5.8% |
| 7D | -0.9% | +1.7% | -2.6% | -1.6% |
| 30D | -11.6% | -11.8% | +0.2% | -4.0% |
| 3M | -25.2% | -12.6% | -12.6% | -18.4% |
| 6M | -25.4% | -9.4% | -16.1% | -20.7% |
| YTD | -7.2% | +8.8% | -16.0% | -13.1% |
| 1Y | -7.9% | -2.5% | -5.4% | -7.2% |
| 3Y | +262.1% | +95.7% | +166.5% | +141.4% |
| 5Y | +525.7% | +135.7% | +390.0% | +262.0% |
| 10Y | +2,300.3% | +750.6% | +1,549.7% | +553.3% |
| All | +2,300.3% | +782.6% | +1,517.7% | +553.3% |
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