+1,323.0%
AVGO vs TW
+221.1%
+1,101.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -3.0% | -2.3% | -0.6% | -2.1% |
| 30D | -14.4% | +3.9% | -18.4% | -15.7% |
| 3M | -14.4% | +5.7% | -20.1% | -17.5% |
| 6M | +13.1% | -14.5% | +27.7% | +18.6% |
| YTD | +3.8% | -0.9% | +4.7% | +1.6% |
| 1Y | +17.8% | -13.5% | +31.3% | +21.7% |
| 3Y | +325.3% | +25.0% | +300.3% | +262.3% |
| 5Y | +689.9% | +22.7% | +667.2% | +560.0% |
| All | +1,323.0% | +221.1% | +1,101.9% | +706.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling