+50.4%
AMZN vs TE
-82.5%
+132.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | 0.0% |
| 7D | +2.8% | -19.1% | +21.9% | +4.5% |
| 30D | +5.0% | -34.1% | +39.1% | +8.0% |
| 3M | +0.6% | -60.1% | +60.7% | +7.5% |
| 6M | -1.3% | -66.0% | +64.7% | +4.2% |
| YTD | +15.5% | -71.4% | +86.9% | +21.3% |
| 1Y | +12.2% | -45.3% | +57.5% | +9.8% |
| 3Y | +87.0% | +9.1% | +77.9% | +48.7% |
| All | +50.4% | -82.5% | +132.9% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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