+142.4%
GILD vs TDY
+39.0%
+103.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -4.8% | -1.1% | -3.7% | -4.6% |
| 30D | +5.8% | -12.0% | +17.8% | +8.8% |
| 3M | +14.9% | -3.2% | +18.1% | +15.4% |
| 6M | -0.4% | -7.9% | +7.5% | +1.1% |
| YTD | +18.5% | +18.2% | +0.3% | +13.3% |
| 1Y | +25.1% | +6.7% | +18.5% | +22.4% |
| 3Y | +105.9% | +47.5% | +58.3% | +84.2% |
| All | +142.4% | +39.0% | +103.4% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling