+159.7%
GILD vs TDG
+547.7%
-387.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -0.9% |
| 7D | -4.8% | -1.9% | -3.0% | -4.6% |
| 30D | +5.8% | -7.7% | +13.5% | +6.8% |
| 3M | +14.9% | -9.3% | +24.3% | +16.2% |
| 6M | -0.4% | -9.4% | +9.0% | +0.7% |
| YTD | +18.5% | -14.3% | +32.8% | +20.4% |
| 1Y | +25.1% | -11.8% | +36.9% | +26.6% |
| 3Y | +105.9% | +52.0% | +53.9% | +94.1% |
| 5Y | +143.0% | +128.8% | +14.1% | +116.4% |
| All | +159.7% | +547.7% | -387.9% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling