+47.3%
AMZN vs TLT
-33.4%
+80.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -3.0% | -0.4% | -2.5% | -2.9% |
| 30D | -5.2% | -0.6% | -4.6% | -5.1% |
| 3M | +1.9% | -2.7% | +4.6% | +2.2% |
| 6M | +19.2% | -5.6% | +24.9% | +20.0% |
| YTD | +12.0% | -2.8% | +14.8% | +12.4% |
| 1Y | +9.7% | -1.4% | +11.1% | +9.9% |
| 3Y | +87.2% | -1.6% | +88.7% | +85.2% |
| All | +47.3% | -33.4% | +80.7% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling