+60.4%
AMGN vs TSN
-5.8%
+66.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +1.1% | -6.3% | +7.4% | +1.7% |
| 30D | +7.8% | -10.8% | +18.6% | +9.0% |
| 3M | +27.3% | -8.8% | +36.0% | +28.3% |
| 6M | +16.8% | -16.8% | +33.7% | +19.0% |
| YTD | +36.3% | -10.0% | +46.3% | +38.1% |
| 1Y | +60.4% | -5.3% | +65.7% | +64.0% |
| All | +60.4% | -5.8% | +66.2% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling