+840.9%
GILD vs TMF
-70.4%
+911.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.9% | -0.9% |
| 7D | -4.2% | -4.8% | +0.5% | -4.7% |
| 30D | +6.7% | -4.9% | +11.6% | +6.2% |
| 3M | +20.0% | -13.4% | +33.4% | +18.5% |
| 6M | -1.3% | -23.0% | +21.7% | -3.6% |
| YTD | +19.4% | -20.2% | +39.6% | +17.2% |
| 1Y | +28.9% | -26.5% | +55.4% | +25.6% |
| 3Y | +110.3% | -45.2% | +155.5% | +101.5% |
| 5Y | +144.8% | -88.4% | +233.2% | +96.2% |
| 10Y | +164.4% | -86.5% | +250.9% | +132.1% |
| All | +840.9% | -70.4% | +911.3% | +924.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling