+159.7%
GILD vs TFC
+98.7%
+61.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.8% | -2.4% | -2.4% | -4.4% |
| 30D | +5.8% | -3.4% | +9.1% | +6.4% |
| 3M | +14.9% | +0.4% | +14.5% | +14.7% |
| 6M | -0.4% | +12.7% | -13.0% | -2.8% |
| YTD | +18.5% | +5.6% | +13.0% | +16.9% |
| 1Y | +25.1% | +16.0% | +9.1% | +21.1% |
| 3Y | +105.9% | +94.0% | +11.9% | +79.0% |
| 5Y | +143.0% | +16.2% | +126.8% | +127.8% |
| All | +159.7% | +98.7% | +61.0% | +99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling