+9.0%
AMZN vs TLT
-5.8%
+14.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | +8.0% | -0.3% | +8.3% | +8.1% |
| 30D | +3.2% | +3.7% | -0.5% | +1.3% |
| 3M | -2.6% | -0.7% | -1.9% | -2.0% |
| 6M | -0.7% | -4.2% | +3.5% | +2.1% |
| YTD | +17.4% | -4.0% | +21.3% | +19.5% |
| 1Y | +9.0% | -5.8% | +14.9% | +12.6% |
| All | +9.0% | -5.8% | +14.8% | +12.6% |
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