+2,475.6%
AVGO vs TXT
+103.6%
+2,372.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.3% | +3.2% |
| 7D | 0.0% | -1.1% | +1.0% | +0.6% |
| 30D | -8.2% | +17.1% | -25.2% | -14.7% |
| 3M | -21.3% | -2.6% | -18.6% | -20.8% |
| 6M | -22.5% | -4.6% | -18.0% | -21.7% |
| YTD | -3.6% | -0.3% | -3.2% | -5.4% |
| 1Y | -6.7% | +5.9% | -12.6% | -11.0% |
| 3Y | +258.1% | +14.4% | +243.8% | +224.3% |
| 5Y | +560.9% | +15.9% | +545.0% | +487.6% |
| 10Y | +2,475.6% | +99.6% | +2,376.0% | +1,757.5% |
| All | +2,475.6% | +103.6% | +2,372.0% | +1,757.5% |
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