+25,809.4%
AVGO vs TT
+2,786.0%
+23,023.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -0.7% |
| 7D | -9.9% | -2.0% | -7.9% | -8.7% |
| 30D | -22.0% | -14.0% | -8.0% | -14.6% |
| 3M | -30.0% | -15.9% | -14.2% | -22.5% |
| 6M | -30.7% | -17.3% | -13.4% | -22.6% |
| YTD | -14.7% | +4.0% | -18.6% | -17.4% |
| 1Y | -16.8% | -7.1% | -9.7% | -13.8% |
| 3Y | +244.4% | +90.2% | +154.2% | +139.7% |
| 5Y | +474.0% | +131.1% | +342.9% | +249.1% |
| 10Y | +2,122.6% | +777.7% | +1,344.9% | +528.5% |
| All | +25,809.4% | +2,786.0% | +23,023.4% | +3,675.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling