+89.4%
AMGN vs TPG
+74.1%
+15.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.5% |
| 7D | -13.7% | -9.4% | -4.3% | -12.9% |
| 30D | -8.8% | -5.3% | -3.5% | -8.3% |
| 3M | +7.2% | +12.9% | -5.7% | +6.0% |
| 6M | +1.3% | +20.1% | -18.8% | -0.6% |
| YTD | +17.6% | -22.5% | +40.1% | +19.8% |
| 1Y | +37.2% | -19.7% | +56.9% | +39.1% |
| 3Y | +57.7% | +81.2% | -23.5% | +46.8% |
| All | +89.4% | +74.1% | +15.3% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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