+5.8%
TSLA vs AVGO
+4.4%
+1.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | +11.2% | -13.7% | +24.9% | +16.7% |
| 3M | -7.3% | -6.9% | -0.3% | -5.6% |
| 6M | -7.7% | +5.8% | -13.5% | -11.0% |
| YTD | -18.2% | +5.7% | -23.9% | -21.3% |
| All | +5.8% | +4.4% | +1.3% | -4.9% |
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