-6.8%
AVGO vs TXN
+97.5%
-104.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -7.5% | +1.0% | -8.5% | -7.8% |
| 30D | -10.2% | +6.1% | -16.4% | -12.1% |
| 3M | -22.0% | +10.4% | -32.4% | -24.8% |
| 6M | -21.6% | +12.6% | -34.2% | -24.2% |
| YTD | -5.4% | +83.5% | -88.9% | -19.0% |
| 1Y | -6.8% | +99.7% | -106.6% | -20.9% |
| All | -6.8% | +97.5% | -104.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 1y: compounded portfolio wealth divided by compounded TXN 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…
1y analysis · Full analysis span regression · 6 months rolling