+1,316.1%
AVGO vs TXG
+16.0%
+1,300.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -3.0% | +1.8% | -4.8% | -3.3% |
| 30D | -14.4% | +32.0% | -46.4% | -19.6% |
| 3M | -14.4% | +87.0% | -101.4% | -25.3% |
| 6M | +13.1% | +180.1% | -166.9% | -9.8% |
| YTD | +3.8% | +284.1% | -280.3% | -23.1% |
| 1Y | +17.8% | +361.7% | -343.9% | -17.2% |
| 3Y | +325.3% | +15.9% | +309.3% | +266.4% |
| 5Y | +689.9% | -66.2% | +756.1% | +713.4% |
| All | +1,316.1% | +16.0% | +1,300.1% | +1,025.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling