+97.3%
TEM vs GSK
+35.5%
+61.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -0.9% |
| 7D | +5.1% | -1.1% | +6.1% | +5.6% |
| 30D | +16.8% | +7.8% | +9.0% | +13.0% |
| 3M | +42.6% | +0.3% | +42.3% | +42.4% |
| 6M | +63.9% | +3.4% | +60.5% | +60.3% |
| YTD | +34.5% | +5.9% | +28.6% | +27.6% |
| 1Y | +11.0% | +8.2% | +2.8% | +4.0% |
| All | +97.3% | +35.5% | +61.9% | +62.9% |
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