+59.7%
TEM vs GSK
+30.0%
+29.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.5% |
| 7D | +3.2% | -4.2% | +7.4% | +4.9% |
| 30D | +23.5% | -7.5% | +31.0% | +27.2% |
| 3M | +32.3% | -3.3% | +35.6% | +33.3% |
| 6M | +23.0% | -9.3% | +32.3% | +26.7% |
| YTD | +8.9% | +1.6% | +7.3% | +5.1% |
| 1Y | -19.9% | +25.5% | -45.3% | -31.3% |
| All | +59.7% | +30.0% | +29.8% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 3y: compounded portfolio wealth divided by compounded GSK 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…
3y analysis · Full analysis span regression · 6 months rolling