+313.6%
AMGN vs TMF
-82.2%
+395.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | -0.1% |
| 7D | +0.9% | -1.1% | +1.9% | +0.8% |
| 30D | +12.1% | +11.8% | +0.3% | +12.4% |
| 3M | +12.2% | -4.0% | +16.2% | +12.1% |
| 6M | +42.1% | -16.5% | +58.7% | +41.5% |
| YTD | +45.0% | -19.9% | +65.0% | +44.3% |
| 1Y | +47.7% | -25.6% | +73.3% | +46.6% |
| 3Y | +90.4% | -29.9% | +120.3% | +89.9% |
| 5Y | +154.9% | -88.2% | +243.2% | +113.2% |
| 10Y | +313.6% | -81.7% | +395.3% | +274.8% |
| All | +313.6% | -82.2% | +395.8% | +274.8% |
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