+620.3%
AMZN vs TFC
+81.3%
+539.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.1% | -1.2% | +1.3% | +0.4% |
| 30D | +2.6% | +7.8% | -5.2% | +0.6% |
| 3M | -2.2% | -3.0% | +0.7% | -1.6% |
| 6M | -1.0% | +5.8% | -6.9% | -2.9% |
| YTD | +15.3% | +5.3% | +10.0% | +13.1% |
| 1Y | +6.9% | +15.7% | -8.8% | +2.3% |
| 3Y | +85.4% | +94.8% | -9.4% | +56.0% |
| 5Y | +53.3% | 0.0% | +53.3% | +46.5% |
| 10Y | +620.3% | +79.0% | +541.3% | +535.8% |
| All | +620.3% | +81.3% | +539.0% | +535.8% |
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