+89.9%
AMZN vs TAP
-24.9%
+114.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.0% |
| 7D | +8.7% | -7.8% | +16.5% | +9.1% |
| 30D | +1.7% | +7.1% | -5.4% | +1.4% |
| 3M | -2.8% | -7.0% | +4.3% | -2.3% |
| 6M | -2.1% | -3.8% | +1.7% | -1.9% |
| YTD | +15.6% | -11.7% | +27.3% | +15.9% |
| 1Y | +9.2% | -10.1% | +19.3% | +9.1% |
| 3Y | +89.9% | -23.7% | +113.6% | +92.9% |
| All | +89.9% | -24.9% | +114.7% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling