+31,416.6%
AVGO vs TXT
+469.2%
+30,947.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.0% | -4.8% | +1.8% | -1.0% |
| 30D | -14.4% | -10.6% | -3.8% | -10.4% |
| 3M | -14.4% | -13.2% | -1.3% | -9.6% |
| 6M | +13.1% | -20.3% | +33.5% | +23.6% |
| YTD | +3.8% | -9.3% | +13.0% | +6.7% |
| 1Y | +17.8% | -2.7% | +20.5% | +17.2% |
| 3Y | +325.3% | +1.4% | +323.9% | +310.4% |
| 5Y | +689.9% | +9.6% | +680.4% | +632.3% |
| 10Y | +2,597.0% | +94.9% | +2,502.1% | +1,703.7% |
| All | +31,416.6% | +469.2% | +30,947.5% | +14,532.0% |
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