+159.7%
GILD vs TCOM
-9.8%
+169.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -4.8% | -4.9% | +0.1% | -4.5% |
| 30D | +5.8% | -14.4% | +20.2% | +6.7% |
| 3M | +14.9% | -17.7% | +32.6% | +16.1% |
| 6M | -0.4% | -25.1% | +24.8% | +1.2% |
| YTD | +18.5% | -45.7% | +64.3% | +22.5% |
| 1Y | +25.1% | -47.9% | +73.0% | +29.6% |
| 3Y | +105.9% | +8.9% | +96.9% | +101.2% |
| 5Y | +143.0% | +26.9% | +116.1% | +132.0% |
| All | +159.7% | -9.8% | +169.5% | +151.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling