+290.8%
GSK vs TMF
-69.2%
+360.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.7% | +1.2% | +0.5% | +1.7% |
| 30D | +7.0% | +19.7% | -12.7% | +7.9% |
| 3M | -2.7% | -2.1% | -0.6% | -2.8% |
| 6M | +1.4% | -13.4% | +14.9% | +0.7% |
| YTD | +5.3% | -16.7% | +22.1% | +4.4% |
| 1Y | +10.6% | -23.3% | +34.0% | +9.2% |
| 3Y | +62.6% | -24.8% | +87.4% | +61.8% |
| 5Y | +41.7% | -88.0% | +129.7% | +21.7% |
| 10Y | +104.7% | -84.7% | +189.5% | +87.6% |
| All | +290.8% | -69.2% | +360.0% | +357.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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