+37.4%
GILD vs TDG
-9.4%
+46.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +3.7% | -2.0% | +5.7% | +4.1% |
| 30D | +14.6% | -7.4% | +22.0% | +16.4% |
| 3M | +17.7% | -5.4% | +23.0% | +18.8% |
| 6M | +3.1% | -11.6% | +14.8% | +4.8% |
| YTD | +24.5% | -12.6% | +37.2% | +25.8% |
| 1Y | +37.4% | -9.3% | +46.7% | +37.8% |
| All | +37.4% | -9.4% | +46.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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