+1,214.1%
GILD vs TDG
+13,008.0%
-11,793.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.0% |
| 7D | -4.8% | -1.9% | -3.0% | -4.4% |
| 30D | +5.8% | -7.7% | +13.5% | +7.5% |
| 3M | +14.9% | -9.3% | +24.3% | +17.1% |
| 6M | -0.4% | -9.4% | +9.0% | +1.4% |
| YTD | +18.5% | -14.3% | +32.8% | +21.7% |
| 1Y | +25.1% | -11.8% | +36.9% | +27.6% |
| 3Y | +105.9% | +52.0% | +53.9% | +84.3% |
| 5Y | +143.0% | +128.8% | +14.1% | +95.7% |
| 10Y | +162.4% | +543.8% | -381.4% | +46.1% |
| All | +1,214.1% | +13,008.0% | -11,793.8% | +198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling