+85.6%
AMZN vs TSLL
-21.0%
+106.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.6% | -9.0% | -1.3% |
| 7D | +7.9% | -21.2% | +29.1% | +10.3% |
| 30D | -0.2% | -13.3% | +13.1% | +0.8% |
| 3M | -4.8% | +15.4% | -20.1% | -7.4% |
| 6M | -5.7% | -34.2% | +28.5% | -4.0% |
| YTD | +12.3% | -52.9% | +65.2% | +17.6% |
| 1Y | +6.7% | -54.3% | +61.0% | +11.4% |
| 3Y | +85.6% | -18.4% | +103.9% | +69.0% |
| All | +85.6% | -21.0% | +106.6% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling