+37.4%
GILD vs TTMI
+171.3%
-133.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -9.0% | 0.0% |
| 7D | +3.7% | +5.9% | -2.2% | +3.7% |
| 30D | +14.6% | -4.3% | +18.9% | +14.5% |
| 3M | +17.7% | -32.0% | +49.7% | +17.7% |
| 6M | +3.1% | +19.5% | -16.3% | +1.6% |
| YTD | +24.5% | +82.0% | -57.5% | +21.8% |
| 1Y | +37.4% | +172.6% | -135.2% | +32.4% |
| All | +37.4% | +171.3% | -133.9% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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