+45.2%
AMZN vs TRV
+154.6%
-109.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.7% | -1.5% | -1.2% | -2.5% |
| 30D | -7.5% | -1.8% | -5.7% | -7.2% |
| 3M | +5.8% | +21.6% | -15.7% | +1.5% |
| 6M | +17.5% | +22.5% | -4.9% | +12.4% |
| YTD | +9.1% | +28.1% | -19.0% | +3.3% |
| 1Y | +9.4% | +37.0% | -27.7% | +1.8% |
| 3Y | +82.2% | +141.9% | -59.7% | +43.9% |
| 5Y | +45.2% | +158.5% | -113.3% | +12.1% |
| All | +45.2% | +154.6% | -109.4% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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