+529.6%
GSK vs TD
+7,879.0%
-7,349.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.6% | -1.5% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -2.2% | +0.4% | -2.6% | -2.4% |
| 3M | -1.8% | +7.6% | -9.5% | -4.3% |
| 6M | -10.6% | +25.0% | -35.6% | -16.8% |
| YTD | +4.4% | +31.0% | -26.6% | -4.3% |
| 1Y | +30.4% | +65.2% | -34.8% | +11.1% |
| 3Y | +60.1% | +122.5% | -62.4% | +23.2% |
| 5Y | +46.8% | +124.8% | -78.0% | +11.5% |
| 10Y | +79.2% | +298.2% | -219.0% | +11.4% |
| All | +529.6% | +7,879.0% | -7,349.4% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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