+17.8%
AVGO vs TXN
+44.3%
-26.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -14.4% | -6.9% | -7.5% | -12.5% |
| 3M | -14.4% | -14.9% | +0.5% | -10.4% |
| 6M | +13.1% | +29.0% | -15.9% | +9.2% |
| YTD | +3.8% | +51.5% | -47.7% | -3.7% |
| 1Y | +17.8% | +41.6% | -23.8% | +8.4% |
| All | +17.8% | +44.3% | -26.5% | +8.4% |
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