+15.4%
TSLA vs AVGO
+612.8%
-597.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.9% | -1.4% |
| 7D | +15.6% | +25.0% | -9.3% | +1.8% |
| 30D | +5.9% | +2.0% | +3.9% | +4.5% |
| 3M | +21.4% | -12.3% | +33.6% | +29.4% |
| 6M | -8.3% | -12.8% | +4.5% | -3.5% |
| YTD | -11.6% | +5.9% | -17.5% | -18.1% |
| 1Y | -7.7% | +3.3% | -11.0% | -14.7% |
| 3Y | +85.2% | +293.1% | -207.9% | -41.8% |
| 5Y | +15.4% | +606.7% | -591.3% | -78.5% |
| All | +15.4% | +612.8% | -597.4% | -78.5% |
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