+643.8%
AMZN vs TSM
+1,646.6%
-1,002.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.3% |
| 7D | +2.8% | +14.8% | -12.1% | -3.2% |
| 30D | +3.4% | -8.9% | +12.3% | +7.0% |
| 3M | +0.1% | -5.3% | +5.3% | +1.4% |
| 6M | +0.6% | +2.6% | -2.0% | -3.0% |
| YTD | +15.9% | +34.5% | -18.6% | -2.0% |
| 1Y | +9.5% | +41.0% | -31.5% | -9.5% |
| 3Y | +86.3% | +333.1% | -246.8% | -14.4% |
| 5Y | +51.7% | +270.1% | -218.4% | -27.2% |
| All | +643.8% | +1,646.6% | -1,002.8% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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