+40.1%
GILD vs TFC
+19.1%
+21.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -1.9% | -3.6% |
| 7D | +1.2% | +1.1% | +0.1% | +1.1% |
| 30D | +16.2% | +7.8% | +8.4% | +15.0% |
| 3M | +27.9% | -4.8% | +32.7% | +28.6% |
| 6M | +27.1% | +1.8% | +25.2% | +26.7% |
| YTD | +39.0% | +4.4% | +34.6% | +35.0% |
| 1Y | +40.1% | +18.0% | +22.1% | +30.6% |
| All | +40.1% | +19.1% | +21.0% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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