+45.2%
AMZN vs TXG
-64.0%
+109.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -2.7% | +5.0% | -7.7% | -3.7% |
| 30D | -7.5% | +13.5% | -21.0% | -10.1% |
| 3M | +5.8% | +128.0% | -122.2% | -12.0% |
| 6M | +17.5% | +224.4% | -206.9% | -10.5% |
| YTD | +9.1% | +307.0% | -297.9% | -21.7% |
| 1Y | +9.4% | +427.2% | -417.9% | -27.1% |
| 3Y | +82.2% | +40.2% | +42.1% | +51.9% |
| 5Y | +45.2% | -64.0% | +109.2% | +35.5% |
| All | +45.2% | -64.0% | +109.3% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling