+105.6%
GILD vs TLN
+574.4%
-468.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.7% |
| 7D | -4.8% | -1.3% | -3.5% | -4.8% |
| 30D | +5.8% | -14.3% | +20.1% | +5.5% |
| 3M | +14.9% | -9.3% | +24.2% | +14.7% |
| 6M | -0.4% | -1.1% | +0.7% | -0.2% |
| YTD | +18.5% | -16.6% | +35.1% | +18.1% |
| 1Y | +25.1% | -22.0% | +47.1% | +24.6% |
| 3Y | +105.9% | +470.2% | -364.3% | +114.8% |
| All | +105.6% | +574.4% | -468.8% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling