+48.5%
AMZN vs TNA
-23.3%
+71.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.6% |
| 7D | -0.7% | -7.3% | +6.6% | +1.6% |
| 30D | -3.9% | -14.2% | +10.2% | +0.4% |
| 3M | +6.3% | -4.6% | +10.9% | +7.1% |
| 6M | +20.8% | +36.9% | -16.2% | +7.5% |
| YTD | +11.2% | +42.5% | -31.3% | -3.2% |
| 1Y | +11.7% | +45.8% | -34.1% | -4.8% |
| 3Y | +79.4% | +104.7% | -25.2% | +21.0% |
| All | +48.5% | -23.3% | +71.9% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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