+2,854.1%
GILD vs TCOM
+2,557.8%
+296.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -4.8% | -4.9% | +0.1% | -4.3% |
| 30D | +5.8% | -14.4% | +20.2% | +7.4% |
| 3M | +14.9% | -17.7% | +32.6% | +17.0% |
| 6M | -0.4% | -25.1% | +24.8% | +2.4% |
| YTD | +18.5% | -45.7% | +64.3% | +25.5% |
| 1Y | +25.1% | -47.9% | +73.0% | +33.0% |
| 3Y | +105.9% | +8.9% | +96.9% | +98.2% |
| 5Y | +143.0% | +26.9% | +116.1% | +121.4% |
| 10Y | +162.4% | -11.2% | +173.6% | +139.1% |
| All | +2,854.1% | +2,557.8% | +296.2% | +1,630.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling