+2,664.3%
TSLA vs AVGO
+2,867.5%
-203.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +3.2% | +1.1% | +2.1% | +2.5% |
| 30D | +11.6% | -13.0% | +24.6% | +20.8% |
| 3M | -8.4% | -6.0% | -2.5% | -6.1% |
| 6M | -10.4% | +6.4% | -16.8% | -16.6% |
| YTD | -18.7% | +5.0% | -23.7% | -24.4% |
| 1Y | -0.9% | +1.4% | -2.3% | -7.8% |
| 3Y | +33.6% | +336.8% | -303.2% | -59.8% |
| 5Y | +48.9% | +698.2% | -649.3% | -71.0% |
| All | +2,664.3% | +2,867.5% | -203.2% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling