+76.7%
GSK vs TCOM
-9.8%
+86.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -3.5% | -4.9% | +1.4% | -3.2% |
| 30D | -3.4% | -14.4% | +10.9% | -2.4% |
| 3M | -8.1% | -17.7% | +9.5% | -7.0% |
| 6M | -11.1% | -25.1% | +14.0% | -9.4% |
| YTD | +0.7% | -45.7% | +46.5% | +4.8% |
| 1Y | +20.1% | -47.9% | +68.0% | +25.3% |
| 3Y | +46.1% | +8.9% | +37.2% | +42.0% |
| 5Y | +48.2% | +26.9% | +21.4% | +39.1% |
| All | +76.7% | -9.8% | +86.5% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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