+42.4%
AMGN vs TLN
+1.6%
+40.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.4% |
| 7D | +1.1% | +11.0% | -9.9% | +1.6% |
| 30D | +9.3% | +4.9% | +4.4% | +9.5% |
| 3M | +12.1% | +4.9% | +7.2% | +12.6% |
| 6M | +40.3% | +7.1% | +33.2% | +40.2% |
| YTD | +45.2% | +0.3% | +44.9% | +44.5% |
| 1Y | +42.4% | +5.9% | +36.5% | +40.1% |
| All | +42.4% | +1.6% | +40.8% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling