+42.7%
AMGN vs TMF
-29.9%
+72.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.8% |
| 7D | +1.5% | -8.2% | +9.6% | +3.5% |
| 30D | +13.1% | +5.3% | +7.8% | +11.8% |
| 3M | +12.9% | -8.5% | +21.4% | +15.0% |
| 6M | +40.8% | -17.2% | +57.9% | +45.9% |
| YTD | +45.6% | -23.4% | +69.0% | +53.0% |
| 1Y | +42.7% | -30.2% | +73.0% | +55.8% |
| All | +42.7% | -29.9% | +72.6% | +55.8% |
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 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