+96.5%
AMZN vs TSLL
-53.8%
+150.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +8.0% | -11.0% | +19.1% | +9.1% |
| 30D | +3.2% | -5.3% | +8.5% | +3.2% |
| 3M | -2.6% | +20.8% | -23.4% | -6.2% |
| 6M | -0.7% | -36.0% | +35.3% | +1.8% |
| YTD | +17.4% | -47.3% | +64.6% | +21.9% |
| 1Y | +9.0% | -48.4% | +57.5% | +12.9% |
| 3Y | +88.7% | -5.4% | +94.1% | +53.2% |
| All | +96.5% | -53.8% | +150.3% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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