+1,282.2%
AVGO vs TW
+301.3%
+980.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -5.1% |
| 7D | +18.2% | +3.9% | +14.2% | +16.6% |
| 30D | +0.2% | +19.9% | -19.7% | -6.4% |
| 3M | -16.8% | +25.9% | -42.7% | -23.9% |
| 6M | -16.5% | +21.1% | -37.6% | -23.5% |
| YTD | +0.8% | +23.9% | -23.1% | -9.5% |
| 1Y | +2.8% | +21.2% | -18.4% | -6.8% |
| 3Y | +278.5% | +44.8% | +233.8% | +207.3% |
| 5Y | +573.1% | +41.4% | +531.7% | +437.0% |
| All | +1,282.2% | +301.3% | +980.8% | +618.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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