+6.7%
AMZN vs TTMI
+9.6%
-2.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -10.1% | +16.2% | +6.9% |
| 7D | +4.5% | -19.2% | +23.7% | +6.2% |
| 30D | +5.8% | -44.9% | +50.7% | +10.4% |
| 3M | -4.1% | -44.7% | +40.6% | -0.2% |
| 6M | -2.2% | -53.4% | +51.2% | +1.7% |
| YTD | +15.3% | +6.3% | +8.9% | +9.9% |
| 1Y | +6.7% | +10.7% | -4.0% | +0.2% |
| All | +6.7% | +9.6% | -2.9% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling