+695.6%
AVGO vs TXN
+57.5%
+638.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.3% |
| 7D | +1.0% | +2.0% | -0.9% | -0.2% |
| 30D | -13.3% | -8.0% | -5.3% | -8.9% |
| 3M | -2.9% | -7.8% | +4.9% | +1.2% |
| 6M | +5.7% | +32.4% | -26.7% | -14.8% |
| YTD | +4.6% | +51.7% | -47.1% | -24.7% |
| 1Y | -1.6% | +44.3% | -45.9% | -27.2% |
| 3Y | +336.2% | +71.3% | +264.9% | +159.3% |
| 5Y | +695.6% | +56.4% | +639.2% | +401.4% |
| All | +695.6% | +57.5% | +638.1% | +401.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling