+2,856.4%
AVGO vs TXT
+100.3%
+2,756.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | -0.8% | +0.8% | -1.6% | -1.1% |
| 30D | -13.7% | -10.4% | -3.3% | -9.6% |
| 3M | -6.9% | -14.3% | +7.4% | -0.9% |
| 6M | +5.8% | -15.1% | +20.9% | +12.9% |
| YTD | +5.7% | -8.3% | +14.0% | +8.2% |
| 1Y | +9.0% | -0.7% | +9.7% | +7.3% |
| 3Y | +340.5% | +6.0% | +334.5% | +314.4% |
| 5Y | +711.1% | +12.5% | +698.5% | +636.2% |
| 10Y | +2,856.4% | +103.2% | +2,753.2% | +2,003.2% |
| All | +2,856.4% | +100.3% | +2,756.1% | +2,003.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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