+7.4%
AVGO vs TT
+8.3%
-0.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -0.3% | +1.6% | -1.9% | -1.2% |
| 30D | -13.8% | -7.3% | -6.5% | -10.1% |
| 3M | -6.9% | -2.6% | -4.3% | -5.9% |
| 6M | +11.9% | +5.9% | +6.0% | +8.0% |
| YTD | +6.9% | +15.4% | -8.5% | -2.4% |
| 1Y | +7.4% | +8.2% | -0.8% | +1.6% |
| All | +7.4% | +8.3% | -0.9% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling