+54,805.5%
AMGN vs TSN
+907.0%
+53,898.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.7% | -11.7% | -10.4% |
| 7D | -10.3% | -5.0% | -5.2% | -9.5% |
| 30D | -3.8% | -9.1% | +5.3% | -2.3% |
| 3M | +14.4% | -7.4% | +21.8% | +15.7% |
| 6M | +7.8% | -13.4% | +21.2% | +10.1% |
| YTD | +22.6% | -8.5% | +31.1% | +23.8% |
| 1Y | +44.2% | -3.2% | +47.4% | +44.1% |
| 3Y | +65.8% | +11.5% | +54.3% | +61.0% |
| 5Y | +108.0% | -19.5% | +127.5% | +111.5% |
| 10Y | +209.9% | -9.1% | +219.0% | +198.9% |
| All | +54,805.5% | +907.0% | +53,898.5% | +27,224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling