+48.5%
AMZN vs TE
-48.1%
+96.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.9% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -3.9% | -5.9% | +2.0% | -3.7% |
| 3M | +6.3% | -45.6% | +51.9% | +10.2% |
| 6M | +20.8% | -43.4% | +64.1% | +22.4% |
| YTD | +11.2% | -31.0% | +42.2% | +9.4% |
| 1Y | +11.7% | +145.2% | -133.5% | -6.2% |
| 3Y | +79.4% | -24.1% | +103.5% | +65.2% |
| All | +48.5% | -48.1% | +96.6% | +33.1% |
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