+313.6%
AMGN vs TT
+744.7%
-431.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | +12.1% | -11.8% | +23.9% | +15.2% |
| 3M | +12.2% | -11.6% | +23.7% | +15.0% |
| 6M | +42.1% | -9.3% | +51.5% | +44.3% |
| YTD | +45.0% | +8.9% | +36.2% | +40.2% |
| 1Y | +47.7% | -2.2% | +50.0% | +46.6% |
| 3Y | +90.4% | +91.9% | -1.5% | +55.0% |
| 5Y | +154.9% | +136.0% | +18.9% | +92.2% |
| 10Y | +313.6% | +734.7% | -421.1% | +113.4% |
| All | +313.6% | +744.7% | -431.1% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling