+112.0%
AMGN vs TFC
+14.8%
+97.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -11.6% | -1.3% | -10.3% | -11.4% |
| 30D | -5.7% | -2.3% | -3.3% | -5.2% |
| 3M | +14.2% | +2.5% | +11.8% | +13.6% |
| 6M | +5.2% | +9.5% | -4.3% | +3.3% |
| YTD | +22.0% | +5.1% | +16.9% | +20.6% |
| 1Y | +43.6% | +15.5% | +28.2% | +39.3% |
| 3Y | +65.0% | +95.2% | -30.2% | +45.3% |
| 5Y | +112.0% | +14.5% | +97.6% | +104.3% |
| All | +112.0% | +14.8% | +97.3% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling