+195.5%
AMGN vs TD
+306.3%
-110.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -13.7% | -0.5% | -13.2% | -13.5% |
| 30D | -8.8% | -1.9% | -6.9% | -8.3% |
| 3M | +7.2% | +4.8% | +2.4% | +5.2% |
| 6M | +1.3% | +28.0% | -26.7% | -7.3% |
| YTD | +17.6% | +30.3% | -12.6% | +6.8% |
| 1Y | +37.2% | +59.8% | -22.6% | +15.8% |
| 3Y | +57.7% | +124.7% | -67.0% | +16.9% |
| 5Y | +106.3% | +127.0% | -20.7% | +49.1% |
| All | +195.5% | +306.3% | -110.7% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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