+154.5%
AMGN vs TMF
-88.0%
+242.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | +11.5% | +19.7% | -8.3% | +9.9% |
| 3M | +14.4% | -2.1% | +16.5% | +14.5% |
| 6M | +40.9% | -13.4% | +54.4% | +42.3% |
| YTD | +43.5% | -16.7% | +60.3% | +45.2% |
| 1Y | +49.9% | -23.3% | +73.3% | +52.5% |
| 3Y | +84.6% | -24.8% | +109.5% | +86.9% |
| All | +154.5% | -88.0% | +242.5% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling