+88.7%
AMZN vs TFC
+95.4%
-6.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.0% | +1.7% | +6.3% | +7.4% |
| 30D | +3.2% | +9.0% | -5.8% | -0.1% |
| 3M | -2.6% | -2.1% | -0.5% | -2.0% |
| 6M | -0.7% | +3.4% | -4.0% | -2.6% |
| YTD | +17.4% | +5.3% | +12.1% | +13.5% |
| 1Y | +9.0% | +16.2% | -7.1% | +1.1% |
| 3Y | +88.7% | +94.8% | -6.1% | +52.6% |
| All | +88.7% | +95.4% | -6.7% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling