+65.8%
AMGN vs TFC
+98.6%
-32.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.1% | -7.9% | -9.5% |
| 7D | -10.3% | +2.2% | -12.5% | -10.7% |
| 30D | -3.8% | -2.5% | -1.3% | -3.1% |
| 3M | +14.4% | +4.5% | +9.8% | +13.0% |
| 6M | +7.8% | +11.0% | -3.1% | +4.8% |
| YTD | +22.6% | +5.9% | +16.7% | +20.4% |
| 1Y | +44.2% | +14.6% | +29.6% | +38.6% |
| 3Y | +65.8% | +96.7% | -30.9% | +37.6% |
| All | +65.8% | +98.6% | -32.8% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling