+2,770.9%
AVGO vs TXN
+432.6%
+2,338.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -2.3% |
| 7D | +1.1% | +4.0% | -2.8% | -1.7% |
| 30D | -13.0% | -2.9% | -10.1% | -11.4% |
| 3M | -6.0% | -9.1% | +3.1% | -0.6% |
| 6M | +6.4% | +36.6% | -30.3% | -18.8% |
| YTD | +5.0% | +57.5% | -52.5% | -29.5% |
| 1Y | +1.4% | +49.5% | -48.1% | -29.8% |
| 3Y | +336.8% | +76.5% | +260.3% | +148.4% |
| 5Y | +698.2% | +62.4% | +635.8% | +384.8% |
| All | +2,770.9% | +432.6% | +2,338.4% | +535.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling