+325.7%
AMGN vs TFC
+79.2%
+246.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +1.1% | +2.3% | -1.1% | +0.6% |
| 30D | +9.3% | +10.8% | -1.5% | +6.9% |
| 3M | +12.1% | -3.8% | +15.9% | +13.0% |
| 6M | +40.3% | +9.6% | +30.7% | +37.2% |
| YTD | +45.2% | +5.8% | +39.4% | +42.9% |
| 1Y | +42.4% | +16.2% | +26.3% | +37.3% |
| 3Y | +91.0% | +96.0% | -4.9% | +62.6% |
| 5Y | +157.4% | +1.7% | +155.7% | +147.9% |
| All | +325.7% | +79.2% | +246.5% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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