+1,351.3%
AVGO vs TW
+298.0%
+1,053.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.3% |
| 7D | +25.0% | +3.2% | +21.8% | +23.6% |
| 30D | +2.0% | +19.7% | -17.7% | -4.7% |
| 3M | -12.3% | +26.8% | -39.1% | -20.0% |
| 6M | -12.8% | +20.9% | -33.7% | -20.1% |
| YTD | +5.9% | +22.9% | -17.0% | -4.6% |
| 1Y | +3.3% | +20.4% | -17.0% | -6.1% |
| 3Y | +293.1% | +42.9% | +250.2% | +220.8% |
| 5Y | +606.7% | +40.2% | +566.5% | +465.6% |
| All | +1,351.3% | +298.0% | +1,053.3% | +657.1% |
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