+45.2%
AMZN vs TW
+19.6%
+25.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.7% | -2.7% | 0.0% | -1.9% |
| 30D | -7.5% | -1.7% | -5.7% | -7.1% |
| 3M | +5.8% | +1.6% | +4.2% | +4.5% |
| 6M | +17.5% | -17.7% | +35.2% | +24.3% |
| YTD | +9.1% | -4.3% | +13.5% | +8.4% |
| 1Y | +9.4% | -13.1% | +22.5% | +12.7% |
| 3Y | +82.2% | +20.3% | +61.9% | +48.9% |
| 5Y | +45.2% | +22.0% | +23.3% | +15.8% |
| All | +45.2% | +19.6% | +25.6% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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