+48.2%
GSK vs TCOM
+21.5%
+26.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -1.0% |
| 7D | -5.4% | -6.5% | +1.1% | -5.1% |
| 30D | -4.6% | -16.2% | +11.6% | -3.8% |
| 3M | -5.1% | -19.3% | +14.2% | -4.2% |
| 6M | -11.4% | -27.2% | +15.8% | -10.1% |
| YTD | +0.7% | -46.2% | +46.9% | +3.6% |
| 1Y | +23.0% | -46.6% | +69.6% | +26.5% |
| 3Y | +48.0% | +8.4% | +39.6% | +45.3% |
| 5Y | +48.2% | +25.8% | +22.4% | +43.3% |
| All | +48.2% | +21.5% | +26.7% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling