+209.9%
AMGN vs TMF
-86.8%
+296.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -10.1% |
| 7D | -10.3% | +1.0% | -11.2% | -10.2% |
| 30D | -3.8% | -1.8% | -1.9% | -3.8% |
| 3M | +14.4% | -8.2% | +22.6% | +14.1% |
| 6M | +7.8% | -19.5% | +27.3% | +7.1% |
| YTD | +22.6% | -16.0% | +38.5% | +22.0% |
| 1Y | +44.2% | -22.5% | +66.7% | +43.2% |
| 3Y | +65.8% | -42.3% | +108.1% | +62.5% |
| 5Y | +108.0% | -87.7% | +195.7% | +73.8% |
| 10Y | +209.9% | -86.5% | +296.4% | +178.4% |
| All | +209.9% | -86.8% | +296.7% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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