+31,987.2%
AVGO vs TXN
+1,559.6%
+30,427.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.9% |
| 7D | -0.8% | +2.7% | -3.4% | -2.7% |
| 30D | -13.7% | -6.7% | -7.0% | -9.3% |
| 3M | -6.9% | -8.9% | +2.0% | -1.4% |
| 6M | +5.8% | +34.7% | -28.9% | -19.8% |
| YTD | +5.7% | +53.3% | -47.6% | -29.2% |
| 1Y | +9.0% | +45.0% | -36.0% | -24.4% |
| 3Y | +340.5% | +73.1% | +267.4% | +148.2% |
| 5Y | +711.1% | +59.9% | +651.1% | +387.0% |
| 10Y | +2,856.4% | +415.7% | +2,440.7% | +539.7% |
| All | +31,987.2% | +1,559.6% | +30,427.6% | +2,719.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling