+91.0%
AMGN vs TSN
+41.9%
+49.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.1% | -1.4% | +2.6% | +1.5% |
| 30D | +9.3% | +8.5% | +0.8% | +7.1% |
| 3M | +12.1% | +5.3% | +6.8% | +10.6% |
| 6M | +40.3% | -10.5% | +50.8% | +44.5% |
| YTD | +45.2% | +3.0% | +42.2% | +42.5% |
| 1Y | +42.4% | +12.1% | +30.3% | +35.1% |
| 3Y | +91.0% | +43.1% | +47.9% | +69.2% |
| All | +91.0% | +41.9% | +49.1% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling