+79.0%
TFC vs GSK
+102.0%
-23.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | +7.8% | +7.8% | -0.1% | +4.7% |
| 3M | -3.0% | +0.3% | -3.3% | -3.4% |
| 6M | +5.8% | +3.4% | +2.4% | +3.9% |
| YTD | +5.3% | +5.9% | -0.6% | +2.1% |
| 1Y | +15.7% | +8.2% | +7.5% | +11.2% |
| 3Y | +94.8% | +65.3% | +29.5% | +51.3% |
| 5Y | 0.0% | +43.3% | -43.3% | -18.4% |
| 10Y | +79.0% | +102.9% | -23.9% | +27.7% |
| All | +79.0% | +102.0% | -23.0% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling