+195.5%
AMGN vs TDG
+547.7%
-352.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | -13.7% | -1.9% | -11.8% | -13.4% |
| 30D | -8.8% | -7.7% | -1.1% | -7.7% |
| 3M | +7.2% | -9.3% | +16.5% | +8.7% |
| 6M | +1.3% | -9.4% | +10.6% | +2.6% |
| YTD | +17.6% | -14.3% | +31.9% | +20.0% |
| 1Y | +37.2% | -11.8% | +49.0% | +39.2% |
| 3Y | +57.7% | +52.0% | +5.8% | +46.9% |
| 5Y | +106.3% | +128.8% | -22.6% | +78.7% |
| All | +195.5% | +547.7% | -352.1% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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