+60.5%
TEM vs GSK
+33.6%
+27.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.7% |
| 7D | +0.9% | -1.8% | +2.7% | +1.6% |
| 30D | +38.4% | -2.2% | +40.5% | +39.7% |
| 3M | +23.7% | -1.8% | +25.5% | +23.9% |
| 6M | +26.0% | -10.6% | +36.6% | +30.6% |
| YTD | +9.4% | +4.4% | +5.0% | +4.6% |
| 1Y | -17.3% | +30.4% | -47.7% | -30.2% |
| All | +60.5% | +33.6% | +27.0% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling