+339.7%
AVGO vs TXN
+71.2%
+268.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.6% |
| 7D | -0.8% | +2.7% | -3.4% | -2.1% |
| 30D | -13.7% | -6.7% | -7.0% | -10.9% |
| 3M | -6.9% | -8.9% | +2.0% | -3.1% |
| 6M | +5.8% | +34.7% | -28.9% | -10.8% |
| YTD | +5.7% | +53.3% | -47.6% | -18.4% |
| 1Y | +9.0% | +45.0% | -36.0% | -13.4% |
| All | +339.7% | +71.2% | +268.5% | +199.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling