+37.4%
GILD vs TEM
-15.5%
+52.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +3.7% | +0.9% | +2.7% | +3.6% |
| 30D | +14.6% | +38.4% | -23.8% | +13.0% |
| 3M | +17.7% | +23.7% | -6.0% | +16.2% |
| 6M | +3.1% | +26.0% | -22.9% | +1.2% |
| YTD | +24.5% | +9.4% | +15.1% | +23.0% |
| 1Y | +37.4% | -17.3% | +54.7% | +36.4% |
| All | +37.4% | -15.5% | +52.9% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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