+97.2%
TFC vs GSK
+80.2%
+17.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.3% | -3.6% | +2.3% | 0.0% |
| 30D | -2.3% | -5.9% | +3.6% | -0.2% |
| 3M | +2.5% | -4.3% | +6.7% | +3.8% |
| 6M | +9.5% | -10.8% | +20.3% | +13.8% |
| YTD | +5.1% | +1.8% | +3.3% | +3.6% |
| 1Y | +15.5% | +23.5% | -8.0% | +5.2% |
| 3Y | +95.2% | +49.5% | +45.6% | +58.6% |
| 5Y | +14.5% | +49.7% | -35.2% | -9.7% |
| 10Y | +97.2% | +81.9% | +15.3% | +43.4% |
| All | +97.2% | +80.2% | +17.0% | +43.4% |
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