+564.1%
AMZN vs TAP
-51.4%
+615.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -1.0% | -5.1% | +4.1% | -0.3% |
| 30D | -9.2% | -8.4% | -0.8% | -8.2% |
| 3M | +3.4% | -3.9% | +7.3% | +3.8% |
| 6M | +18.2% | -14.4% | +32.6% | +20.3% |
| YTD | +9.3% | -14.7% | +24.1% | +11.0% |
| 1Y | +5.9% | -18.7% | +24.6% | +8.2% |
| 3Y | +82.6% | -32.6% | +115.2% | +90.5% |
| 5Y | +44.9% | -1.4% | +46.3% | +43.3% |
| 10Y | +564.1% | -50.4% | +614.5% | +644.1% |
| All | +564.1% | -51.4% | +615.4% | +644.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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