+37.4%
GILD vs TMF
-15.2%
+52.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +3.6% | -1.4% | +5.1% | +3.9% |
| 30D | +14.6% | -2.8% | +17.4% | +15.1% |
| 3M | +17.7% | -10.9% | +28.6% | +19.4% |
| 6M | +3.1% | -21.3% | +24.4% | +6.3% |
| YTD | +24.5% | -15.9% | +40.4% | +27.0% |
| 1Y | +37.4% | -15.7% | +53.1% | +37.8% |
| All | +37.4% | -15.2% | +52.6% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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