+37.4%
GILD vs TDY
+11.8%
+25.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +3.7% | -1.8% | +5.5% | +4.0% |
| 30D | +14.6% | -10.7% | +25.3% | +17.0% |
| 3M | +17.7% | -1.3% | +18.9% | +17.1% |
| 6M | +3.1% | -10.6% | +13.7% | +4.7% |
| YTD | +24.5% | +19.6% | +5.0% | +19.6% |
| 1Y | +37.4% | +11.6% | +25.8% | +34.0% |
| All | +37.4% | +11.8% | +25.6% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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