+50.4%
AMZN vs TTMI
+416.2%
-365.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.3% |
| 7D | +2.8% | +11.4% | -8.5% | +0.2% |
| 30D | +5.0% | -28.3% | +33.2% | +10.3% |
| 3M | +0.6% | -46.7% | +47.2% | +11.6% |
| 6M | -1.3% | -56.1% | +54.8% | +11.6% |
| YTD | +15.5% | +7.4% | +8.2% | -2.9% |
| 1Y | +12.2% | +17.4% | -5.2% | -9.6% |
| 3Y | +87.0% | +429.1% | -342.1% | -17.7% |
| All | +50.4% | +416.2% | -365.8% | -37.4% |
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