+297.5%
AVGO vs TW
+42.9%
+254.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.5% |
| 7D | +25.0% | +3.2% | +21.8% | +24.6% |
| 30D | +2.0% | +19.7% | -17.7% | -0.2% |
| 3M | -12.3% | +26.8% | -39.1% | -14.9% |
| 6M | -12.8% | +20.9% | -33.7% | -14.8% |
| YTD | +5.9% | +22.9% | -17.0% | +2.2% |
| 1Y | +3.3% | +20.4% | -17.0% | +0.4% |
| All | +297.5% | +42.9% | +254.6% | +262.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling