+159.7%
GILD vs TD
+306.3%
-146.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +5.8% | -1.9% | +7.7% | +6.2% |
| 3M | +14.9% | +4.8% | +10.2% | +13.2% |
| 6M | -0.4% | +28.0% | -28.3% | -7.2% |
| YTD | +18.5% | +30.3% | -11.8% | +9.7% |
| 1Y | +25.1% | +59.8% | -34.7% | +9.2% |
| 3Y | +105.9% | +124.7% | -18.8% | +61.9% |
| 5Y | +143.0% | +127.0% | +16.0% | +88.1% |
| All | +159.7% | +306.3% | -146.6% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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