+195.5%
AMGN vs TFC
+98.7%
+96.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -13.7% | -2.4% | -11.3% | -13.2% |
| 30D | -8.8% | -3.4% | -5.4% | -8.1% |
| 3M | +7.2% | +0.4% | +6.8% | +7.0% |
| 6M | +1.3% | +12.7% | -11.4% | -1.5% |
| YTD | +17.6% | +5.6% | +12.1% | +15.9% |
| 1Y | +37.2% | +16.0% | +21.1% | +32.2% |
| 3Y | +57.7% | +94.0% | -36.2% | +34.1% |
| 5Y | +106.3% | +16.2% | +90.1% | +92.1% |
| All | +195.5% | +98.7% | +96.8% | +109.4% |
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