+59.9%
AMGN vs TCOM
+7.1%
+52.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.1% |
| 7D | -13.9% | -6.5% | -7.4% | -13.4% |
| 30D | -7.1% | -16.2% | +9.1% | -5.8% |
| 3M | +13.9% | -19.3% | +33.2% | +15.7% |
| 6M | +3.2% | -27.2% | +30.5% | +5.7% |
| YTD | +19.2% | -46.2% | +65.4% | +24.8% |
| 1Y | +41.1% | -46.6% | +87.8% | +47.7% |
| All | +59.9% | +7.1% | +52.8% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling