+474.0%
AVGO vs TT
+129.2%
+344.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -0.9% |
| 7D | -9.9% | -2.0% | -7.9% | -8.4% |
| 30D | -22.0% | -14.0% | -8.0% | -13.4% |
| 3M | -30.0% | -15.9% | -14.2% | -21.3% |
| 6M | -30.7% | -17.3% | -13.4% | -21.3% |
| YTD | -14.7% | +4.0% | -18.6% | -18.3% |
| 1Y | -16.8% | -7.1% | -9.7% | -13.6% |
| 3Y | +244.4% | +90.2% | +154.2% | +131.4% |
| All | +474.0% | +129.2% | +344.8% | +219.0% |
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