+195.5%
AMGN vs TCOM
-9.8%
+205.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.4% |
| 7D | -13.7% | -4.9% | -8.8% | -13.4% |
| 30D | -8.8% | -14.4% | +5.6% | -7.7% |
| 3M | +7.2% | -17.7% | +24.9% | +8.6% |
| 6M | +1.3% | -25.1% | +26.4% | +3.3% |
| YTD | +17.6% | -45.7% | +63.4% | +22.7% |
| 1Y | +37.2% | -47.9% | +85.0% | +43.4% |
| 3Y | +57.7% | +8.9% | +48.8% | +54.0% |
| 5Y | +106.3% | +26.9% | +79.4% | +95.0% |
| All | +195.5% | -9.8% | +205.4% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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