+43.6%
AMGN vs TMF
-23.1%
+66.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -11.6% | -0.9% | -10.8% | -11.5% |
| 30D | -5.7% | -1.0% | -4.7% | -5.6% |
| 3M | +14.2% | -11.3% | +25.5% | +15.6% |
| 6M | +5.2% | -22.7% | +27.9% | +7.2% |
| YTD | +22.0% | -17.3% | +39.3% | +24.6% |
| 1Y | +43.6% | -22.5% | +66.1% | +46.1% |
| All | +43.6% | -23.1% | +66.7% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling