+25,809.4%
AVGO vs TXT
+501.5%
+25,307.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.6% |
| 7D | -9.9% | -2.5% | -7.4% | -9.0% |
| 30D | -22.0% | +14.4% | -36.4% | -26.7% |
| 3M | -30.0% | -4.9% | -25.1% | -29.1% |
| 6M | -30.7% | -10.2% | -20.5% | -28.3% |
| YTD | -14.7% | -4.1% | -10.6% | -14.9% |
| 1Y | -16.8% | +4.0% | -20.8% | -19.9% |
| 3Y | +244.4% | +8.0% | +236.5% | +222.2% |
| 5Y | +474.0% | +8.4% | +465.6% | +431.1% |
| 10Y | +2,122.6% | +116.6% | +2,006.0% | +1,315.4% |
| All | +25,809.4% | +501.5% | +25,307.9% | +11,576.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling