+214.5%
GSK vs TCOM
+2,658.7%
-2,444.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.6% |
| 7D | -4.2% | -7.6% | +3.4% | -3.5% |
| 30D | -7.5% | -12.2% | +4.7% | -6.5% |
| 3M | -3.3% | -14.2% | +10.9% | -2.2% |
| 6M | -9.3% | -25.0% | +15.7% | -7.2% |
| YTD | +1.6% | -43.7% | +45.3% | +6.3% |
| 1Y | +25.5% | -44.5% | +70.0% | +31.3% |
| 3Y | +49.3% | +13.4% | +35.8% | +44.2% |
| 5Y | +46.7% | +26.5% | +20.2% | +36.1% |
| 10Y | +76.8% | -10.3% | +87.1% | +63.8% |
| All | +214.5% | +2,658.7% | -2,444.1% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling