+643.8%
AMZN vs TLT
-12.2%
+656.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.4% |
| 7D | +2.8% | -2.7% | +5.5% | +2.6% |
| 30D | +3.4% | +2.2% | +1.3% | +3.6% |
| 3M | +0.1% | -1.7% | +1.8% | 0.0% |
| 6M | +0.6% | -4.0% | +4.6% | +0.4% |
| YTD | +15.9% | -4.9% | +20.8% | +15.5% |
| 1Y | +9.5% | -7.4% | +16.9% | +9.0% |
| 3Y | +86.3% | +3.0% | +83.3% | +86.5% |
| 5Y | +51.7% | -35.1% | +86.8% | +37.0% |
| All | +643.8% | -12.2% | +656.1% | +667.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling