+159.7%
GILD vs TMF
-86.4%
+246.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -5.1% | +0.3% | -5.0% |
| 30D | +5.8% | -4.6% | +10.4% | +5.6% |
| 3M | +14.9% | -16.6% | +31.5% | +14.2% |
| 6M | -0.4% | -19.9% | +19.5% | -1.1% |
| YTD | +18.5% | -20.2% | +38.7% | +17.7% |
| 1Y | +25.1% | -27.7% | +52.8% | +23.7% |
| 3Y | +105.9% | -43.9% | +149.8% | +102.0% |
| 5Y | +143.0% | -88.4% | +231.4% | +106.8% |
| All | +159.7% | -86.4% | +246.2% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling