+9,709.4%
GILD vs TKO
+1,400.2%
+8,309.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -4.8% | +2.3% | -7.1% | -5.2% |
| 30D | +5.8% | -2.5% | +8.3% | +6.1% |
| 3M | +14.9% | -10.6% | +25.5% | +16.6% |
| 6M | -0.4% | -5.1% | +4.7% | +0.1% |
| YTD | +18.5% | -8.2% | +26.8% | +19.4% |
| 1Y | +25.1% | -4.4% | +29.6% | +25.2% |
| 3Y | +105.9% | +100.4% | +5.5% | +81.4% |
| 5Y | +143.0% | +294.3% | -151.3% | +90.3% |
| 10Y | +162.4% | +983.2% | -820.8% | +63.3% |
| All | +9,709.4% | +1,400.2% | +8,309.1% | +4,251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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