+9.4%
AMZN vs TTMI
+151.8%
-142.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -2.7% | +6.0% | -8.7% | -3.2% |
| 30D | -7.5% | -6.4% | -1.1% | -7.1% |
| 3M | +5.8% | -28.9% | +34.8% | +8.1% |
| 6M | +17.5% | +26.9% | -9.3% | +10.2% |
| YTD | +9.1% | +77.3% | -68.2% | -3.4% |
| 1Y | +9.4% | +147.5% | -138.1% | -9.0% |
| All | +9.4% | +151.8% | -142.4% | -9.0% |
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