+84.6%
AMGN vs TMF
-25.3%
+110.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.4% |
| 30D | +11.5% | +19.7% | -8.3% | +8.6% |
| 3M | +14.4% | -2.1% | +16.5% | +14.6% |
| 6M | +40.9% | -13.4% | +54.4% | +43.4% |
| YTD | +43.5% | -16.7% | +60.3% | +46.6% |
| 1Y | +49.9% | -23.3% | +73.3% | +54.8% |
| 3Y | +84.6% | -24.8% | +109.5% | +86.0% |
| All | +84.6% | -25.3% | +110.0% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling