+40.1%
GILD vs TEM
-14.3%
+54.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.9% | +2.9% | -3.7% |
| 7D | +1.2% | -9.5% | +10.7% | +1.5% |
| 30D | +16.2% | -2.2% | +18.3% | +16.2% |
| 3M | +27.9% | +50.8% | -22.9% | +26.0% |
| 6M | +27.1% | +30.3% | -3.2% | +25.2% |
| YTD | +39.0% | +19.3% | +19.7% | +36.8% |
| 1Y | +40.1% | -14.4% | +54.5% | +39.0% |
| All | +40.1% | -14.3% | +54.4% | +39.0% |
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