+2,660.6%
AVGO vs TTMI
+394.2%
+2,266.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.9% | -1.9% | -3.7% |
| 7D | +18.2% | +11.4% | +6.8% | +13.1% |
| 30D | +0.2% | -28.3% | +28.5% | +10.3% |
| 3M | -16.8% | -46.7% | +29.9% | +1.2% |
| 6M | -16.5% | -56.1% | +39.7% | +6.7% |
| YTD | +0.8% | +7.4% | -6.5% | -15.7% |
| 1Y | +2.8% | +17.4% | -14.6% | -17.8% |
| 3Y | +278.5% | +429.1% | -150.6% | +52.7% |
| 5Y | +573.1% | +418.8% | +154.3% | +160.6% |
| All | +2,660.6% | +394.2% | +2,266.4% | +882.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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