+6,592.8%
AMZN vs TMF
-68.9%
+6,661.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.1% |
| 7D | -3.0% | -1.4% | -1.5% | -3.1% |
| 30D | -5.2% | -2.8% | -2.4% | -5.4% |
| 3M | +1.9% | -10.9% | +12.8% | +0.9% |
| 6M | +19.2% | -21.3% | +40.5% | +16.7% |
| YTD | +12.0% | -15.9% | +27.9% | +10.4% |
| 1Y | +9.7% | -15.7% | +25.4% | +8.3% |
| 3Y | +87.2% | -43.4% | +130.5% | +80.6% |
| 5Y | +48.7% | -87.8% | +136.4% | +20.4% |
| 10Y | +569.3% | -86.7% | +656.1% | +487.3% |
| All | +6,592.8% | -68.9% | +6,661.7% | +8,406.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling