+45.8%
AMZN vs TAP
0.0%
+45.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | 0.0% |
| 7D | +0.8% | -2.3% | +3.1% | +1.2% |
| 30D | -6.4% | -9.4% | +3.0% | -5.0% |
| 3M | +4.8% | -0.8% | +5.6% | +4.7% |
| 6M | +20.5% | -14.7% | +35.3% | +23.3% |
| YTD | +11.3% | -13.9% | +25.3% | +13.1% |
| 1Y | +9.0% | -18.6% | +27.6% | +11.8% |
| 3Y | +85.9% | -32.0% | +117.9% | +97.3% |
| 5Y | +45.8% | -1.0% | +46.8% | +46.0% |
| All | +45.8% | 0.0% | +45.8% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling