+37.4%
GILD vs TLN
-17.2%
+54.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.1% |
| 7D | +3.7% | +7.1% | -3.4% | +3.8% |
| 30D | +14.6% | -3.9% | +18.5% | +14.4% |
| 3M | +17.7% | -16.2% | +33.8% | +17.1% |
| 6M | +3.1% | -5.8% | +8.9% | +3.0% |
| YTD | +24.5% | -15.4% | +40.0% | +23.1% |
| 1Y | +37.4% | -16.7% | +54.1% | +35.5% |
| All | +37.4% | -17.2% | +54.6% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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