+37.2%
AMZN vs TEM
+46.9%
-9.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.2% |
| 7D | -2.7% | -9.2% | +6.4% | -1.8% |
| 30D | -7.5% | +5.5% | -13.0% | -8.6% |
| 3M | +5.8% | +18.7% | -12.9% | +2.9% |
| 6M | +17.5% | +15.4% | +2.1% | +13.9% |
| YTD | +9.1% | -0.5% | +9.7% | +7.1% |
| 1Y | +9.4% | -24.8% | +34.2% | +9.9% |
| All | +37.2% | +46.9% | -9.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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