+229.9%
GSK vs TCOM
+2,868.4%
-2,638.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | +1.1% | -1.8% | +2.9% | +1.3% |
| 30D | +6.3% | +12.1% | -5.7% | +5.3% |
| 3M | +1.8% | -3.2% | +5.0% | +2.1% |
| 6M | +1.7% | -16.6% | +18.3% | +3.0% |
| YTD | +6.5% | -39.4% | +45.9% | +10.7% |
| 1Y | +9.5% | -41.5% | +51.0% | +14.1% |
| 3Y | +65.3% | +24.4% | +40.9% | +58.5% |
| 5Y | +43.7% | +41.6% | +2.1% | +32.1% |
| 10Y | +104.1% | +6.5% | +97.6% | +86.1% |
| All | +229.9% | +2,868.4% | -2,638.6% | +123.4% |
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