+332.9%
AVGO vs TXT
+4.5%
+328.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.0% | -4.8% | +1.8% | -0.9% |
| 30D | -14.4% | -10.6% | -3.8% | -10.2% |
| 3M | -14.4% | -13.2% | -1.3% | -9.5% |
| 6M | +13.1% | -20.3% | +33.5% | +24.0% |
| YTD | +3.8% | -9.3% | +13.0% | +5.9% |
| 1Y | +17.8% | -2.7% | +20.5% | +15.4% |
| All | +332.9% | +4.5% | +328.5% | +285.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling