+257,669.3%
AMZN vs TMO
+2,200.9%
+255,468.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -9.2% | +1.0% | -10.2% | -9.8% |
| 3M | +3.4% | +22.7% | -19.4% | -7.8% |
| 6M | +18.2% | +19.0% | -0.8% | +6.1% |
| YTD | +9.3% | +4.7% | +4.6% | +4.6% |
| 1Y | +5.9% | +26.0% | -20.1% | -8.6% |
| 3Y | +82.6% | +18.0% | +64.6% | +58.3% |
| 5Y | +44.9% | +8.0% | +36.9% | +30.4% |
| 10Y | +564.1% | +333.8% | +230.3% | +175.0% |
| All | +257,669.3% | +2,200.9% | +255,468.4% | +36,910.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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