+1,288.5%
AMGN vs TMF
-68.9%
+1,357.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.5% |
| 7D | +1.1% | -1.4% | +2.5% | +1.0% |
| 30D | +7.8% | -2.8% | +10.7% | +7.6% |
| 3M | +27.3% | -10.9% | +38.2% | +26.3% |
| 6M | +16.8% | -21.3% | +38.1% | +15.0% |
| YTD | +36.3% | -15.9% | +52.2% | +34.8% |
| 1Y | +60.4% | -15.7% | +76.2% | +58.8% |
| 3Y | +86.3% | -43.4% | +129.7% | +80.1% |
| 5Y | +125.7% | -87.8% | +213.4% | +87.7% |
| 10Y | +247.0% | -86.7% | +333.8% | +207.2% |
| All | +1,288.5% | -68.9% | +1,357.4% | +1,332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling