+3.2%
AMGN vs TDG
-11.3%
+14.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -13.9% | -2.7% | -11.2% | -13.3% |
| 30D | -7.1% | -9.3% | +2.1% | -5.0% |
| 3M | +13.9% | -7.1% | +21.0% | +15.2% |
| 6M | +3.2% | -11.2% | +14.4% | +5.4% |
| All | +3.2% | -11.3% | +14.6% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling