+134.0%
GILD vs TEM
+47.5%
+86.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -4.8% | -8.7% | +3.9% | -4.5% |
| 30D | +5.8% | +8.1% | -2.3% | +5.4% |
| 3M | +14.9% | +19.0% | -4.1% | +13.9% |
| 6M | -0.4% | +12.0% | -12.4% | -1.3% |
| YTD | +18.5% | -0.1% | +18.6% | +17.7% |
| 1Y | +25.1% | -33.5% | +58.7% | +25.8% |
| All | +134.0% | +47.5% | +86.4% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling