+178.6%
AMZN vs TXG
+27.0%
+151.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.3% |
| 7D | -0.7% | +9.5% | -10.2% | -2.3% |
| 30D | -3.9% | +18.8% | -22.7% | -7.1% |
| 3M | +6.3% | +136.1% | -129.8% | -10.5% |
| 6M | +20.8% | +235.2% | -214.5% | -5.9% |
| YTD | +11.2% | +320.5% | -309.3% | -17.7% |
| 1Y | +11.7% | +425.2% | -413.5% | -22.0% |
| 3Y | +79.4% | +42.9% | +36.5% | +49.8% |
| 5Y | +48.0% | -62.8% | +110.9% | +37.4% |
| All | +178.6% | +27.0% | +151.6% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling