+44.4%
AMGN vs TLN
-21.1%
+65.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.5% |
| 7D | -11.6% | +5.8% | -17.5% | -11.6% |
| 30D | -5.7% | -6.9% | +1.2% | -5.7% |
| 3M | +14.2% | -10.9% | +25.1% | +13.7% |
| 6M | +5.2% | -4.6% | +9.8% | +4.4% |
| YTD | +22.0% | -14.7% | +36.7% | +21.1% |
| All | +44.4% | -21.1% | +65.5% | +42.2% |
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