+555.5%
AMZN vs TMF
-86.8%
+642.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.8% | +1.0% | -0.2% | +0.8% |
| 30D | -6.4% | -1.8% | -4.5% | -6.4% |
| 3M | +4.8% | -8.2% | +13.0% | +4.7% |
| 6M | +20.5% | -19.5% | +40.0% | +20.1% |
| YTD | +11.3% | -16.0% | +27.3% | +11.0% |
| 1Y | +9.0% | -22.5% | +31.5% | +8.5% |
| 3Y | +85.9% | -42.3% | +128.2% | +84.1% |
| 5Y | +45.8% | -87.7% | +133.5% | +31.7% |
| 10Y | +555.5% | -86.5% | +642.0% | +592.2% |
| All | +555.5% | -86.8% | +642.3% | +592.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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