+37.4%
GILD vs TCOM
-42.5%
+79.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | -0.1% |
| 7D | +3.7% | -9.5% | +13.2% | +4.2% |
| 30D | +14.6% | -10.7% | +25.3% | +15.2% |
| 3M | +17.7% | -14.6% | +32.3% | +18.6% |
| 6M | +3.1% | -19.3% | +22.5% | +4.5% |
| YTD | +24.5% | -42.9% | +67.5% | +26.7% |
| 1Y | +37.4% | -43.8% | +81.2% | +39.5% |
| All | +37.4% | -42.5% | +79.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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