+869.5%
GILD vs TNA
+924.1%
-54.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.9% |
| 7D | -4.8% | -7.3% | +2.4% | -3.8% |
| 30D | +5.8% | -14.2% | +19.9% | +8.1% |
| 3M | +14.9% | -4.6% | +19.5% | +15.3% |
| 6M | -0.4% | +36.9% | -37.3% | -6.0% |
| YTD | +18.5% | +42.5% | -24.0% | +10.6% |
| 1Y | +25.1% | +45.8% | -20.6% | +15.5% |
| 3Y | +105.9% | +104.7% | +1.2% | +68.7% |
| 5Y | +143.0% | -21.7% | +164.7% | +114.9% |
| 10Y | +162.4% | +83.8% | +78.6% | +64.4% |
| All | +869.5% | +924.1% | -54.6% | +257.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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