+46.2%
TSLA vs AVGO
+712.1%
-665.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.5% |
| 7D | +3.0% | -0.8% | +3.8% | +3.4% |
| 30D | +11.2% | -13.7% | +24.9% | +20.2% |
| 3M | -7.3% | -6.9% | -0.3% | -4.5% |
| 6M | -7.7% | +5.8% | -13.5% | -13.4% |
| YTD | -18.2% | +5.7% | -23.9% | -23.7% |
| 1Y | +6.0% | +9.0% | -3.0% | -5.7% |
| 3Y | +48.0% | +340.5% | -292.5% | -57.2% |
| 5Y | +46.2% | +711.1% | -664.9% | -73.2% |
| All | +46.2% | +712.1% | -665.9% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling