+6.7%
AMZN vs TLT
-5.4%
+12.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.9% |
| 7D | +4.5% | +1.0% | +3.5% | +4.2% |
| 30D | +5.8% | +6.0% | -0.2% | +3.2% |
| 3M | -4.1% | -0.9% | -3.2% | -3.2% |
| 6M | -2.2% | -2.3% | +0.1% | -0.4% |
| YTD | +15.3% | -3.3% | +18.6% | +17.4% |
| 1Y | +6.7% | -5.6% | +12.3% | +8.8% |
| All | +6.7% | -5.4% | +12.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling