+553.0%
AMZN vs TSM
+1,785.8%
-1,232.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.5% |
| 7D | -2.7% | +2.6% | -5.4% | -3.8% |
| 30D | -7.5% | +1.4% | -8.9% | -8.3% |
| 3M | +5.8% | +5.0% | +0.9% | +2.2% |
| 6M | +17.5% | +24.0% | -6.4% | +4.6% |
| YTD | +9.1% | +41.6% | -32.4% | -9.1% |
| 1Y | +9.4% | +66.2% | -56.8% | -15.9% |
| 3Y | +82.2% | +398.2% | -316.0% | -21.3% |
| 5Y | +45.2% | +277.6% | -232.4% | -30.5% |
| All | +553.0% | +1,785.8% | -1,232.8% | +30.9% |
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