+88.0%
AMGN vs TMF
-41.6%
+129.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.6% |
| 7D | +1.1% | -1.4% | +2.5% | +1.3% |
| 30D | +7.8% | -2.8% | +10.7% | +8.2% |
| 3M | +27.3% | -10.9% | +38.2% | +29.2% |
| 6M | +16.8% | -21.3% | +38.1% | +20.5% |
| YTD | +36.3% | -15.9% | +52.2% | +39.2% |
| 1Y | +60.4% | -15.7% | +76.2% | +63.4% |
| All | +88.0% | -41.6% | +129.7% | +97.2% |
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