+135.5%
AMGN vs TLN
+710.8%
-575.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.4% |
| 7D | +1.1% | +11.0% | -9.9% | +1.4% |
| 30D | +9.3% | +4.9% | +4.4% | +9.5% |
| 3M | +12.1% | +4.9% | +7.2% | +12.4% |
| 6M | +40.3% | +7.1% | +33.2% | +40.7% |
| YTD | +45.2% | +0.3% | +44.9% | +45.6% |
| 1Y | +42.4% | +5.9% | +36.5% | +43.0% |
| 3Y | +91.0% | +578.5% | -487.4% | +92.3% |
| All | +135.5% | +710.8% | -575.3% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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