+339.7%
AVGO vs TXG
+41.0%
+298.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.6% |
| 7D | -0.8% | +9.1% | -9.9% | -2.3% |
| 30D | -13.7% | +14.9% | -28.6% | -16.0% |
| 3M | -6.9% | +120.0% | -126.9% | -19.6% |
| 6M | +5.8% | +221.8% | -216.0% | -15.1% |
| YTD | +5.7% | +312.6% | -306.9% | -19.6% |
| 1Y | +9.0% | +398.4% | -389.4% | -20.8% |
| All | +339.7% | +41.0% | +298.7% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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