+4.6%
TSLA vs AVGO
+18.2%
-13.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | +1.5% | -3.0% | +4.5% | +2.5% |
| 30D | +10.1% | -14.4% | +24.6% | +15.6% |
| 3M | -15.4% | -14.4% | -1.0% | -11.6% |
| 6M | -12.8% | +13.1% | -25.9% | -17.1% |
| YTD | -21.3% | +3.8% | -25.1% | -23.5% |
| 1Y | +4.6% | +17.8% | -13.2% | -0.6% |
| All | +4.6% | +18.2% | -13.6% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVGO.
Daily Out/Under-Performance
Portfolio return minus AVGO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVGO 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 1y: compounded portfolio wealth divided by compounded AVGO 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…
1y analysis · Full analysis span regression · 6 months rolling