+32,991.5%
GILD vs TFC
+2,373.5%
+30,618.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.8% | -2.4% | -2.4% | -4.2% |
| 30D | +5.8% | -3.4% | +9.1% | +6.7% |
| 3M | +14.9% | +0.4% | +14.5% | +14.6% |
| 6M | -0.4% | +12.7% | -13.0% | -3.8% |
| YTD | +18.5% | +5.6% | +13.0% | +16.1% |
| 1Y | +25.1% | +16.0% | +9.1% | +19.4% |
| 3Y | +105.9% | +94.0% | +11.9% | +67.8% |
| 5Y | +143.0% | +16.2% | +126.8% | +119.9% |
| 10Y | +162.4% | +98.2% | +64.2% | +87.7% |
| All | +32,991.5% | +2,373.5% | +30,618.0% | +12,347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling