+44.9%
AMZN vs TTMI
+806.9%
-762.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.2% | -0.9% |
| 7D | -1.0% | +7.5% | -8.5% | -2.7% |
| 30D | -9.2% | -4.5% | -4.8% | -8.9% |
| 3M | +3.4% | -28.5% | +31.9% | +8.9% |
| 6M | +18.2% | +28.4% | -10.1% | +3.9% |
| YTD | +9.3% | +80.1% | -70.7% | -15.4% |
| 1Y | +5.9% | +161.0% | -155.1% | -29.3% |
| 3Y | +82.6% | +862.4% | -779.8% | -28.3% |
| 5Y | +44.9% | +812.9% | -768.0% | -42.7% |
| All | +44.9% | +806.9% | -762.1% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling