+564.1%
AMZN vs TFC
+97.4%
+466.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.7% |
| 30D | -9.2% | -2.3% | -6.9% | -8.7% |
| 3M | +3.4% | +2.5% | +0.9% | +2.4% |
| 6M | +18.2% | +9.5% | +8.7% | +15.1% |
| YTD | +9.3% | +5.1% | +4.3% | +7.4% |
| 1Y | +5.9% | +15.5% | -9.5% | +1.4% |
| 3Y | +82.6% | +95.2% | -12.6% | +53.4% |
| 5Y | +44.9% | +14.5% | +30.4% | +35.7% |
| 10Y | +564.1% | +97.2% | +466.9% | +448.4% |
| All | +564.1% | +97.4% | +466.7% | +448.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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