+691.7%
AVGO vs TT
+140.2%
+551.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -14.4% | -7.2% | -7.3% | -10.2% |
| 3M | -14.4% | -3.0% | -11.5% | -13.1% |
| 6M | +13.1% | +1.4% | +11.8% | +11.1% |
| YTD | +3.8% | +15.9% | -12.1% | -7.8% |
| 1Y | +17.8% | +9.4% | +8.4% | +8.9% |
| 3Y | +325.3% | +124.4% | +200.9% | +157.2% |
| All | +691.7% | +140.2% | +551.5% | +319.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling