+5.9%
AMZN vs TLT
-4.4%
+10.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -9.2% | 0.0% | -9.2% | -9.2% |
| 3M | +3.4% | -2.9% | +6.2% | +4.4% |
| 6M | +18.2% | -6.3% | +24.5% | +18.1% |
| YTD | +9.3% | -3.3% | +12.7% | +10.5% |
| 1Y | +5.9% | -4.2% | +10.2% | +7.8% |
| All | +5.9% | -4.4% | +10.3% | +7.8% |
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