+87.6%
AMZN vs TSLL
-57.4%
+144.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.8% | +11.7% | +1.3% |
| 7D | -3.0% | +1.9% | -4.9% | -3.5% |
| 30D | -5.2% | +17.8% | -22.9% | -7.7% |
| 3M | +1.9% | -37.0% | +38.9% | +5.7% |
| 6M | +19.2% | -37.7% | +56.9% | +22.8% |
| YTD | +12.0% | -51.4% | +63.4% | +18.5% |
| 1Y | +9.7% | -23.4% | +33.0% | +7.7% |
| 3Y | +87.2% | -30.8% | +117.9% | +60.5% |
| All | +87.6% | -57.4% | +144.9% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling