+2,628.6%
TFC vs GSK
+1,765.6%
+863.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.1% |
| 7D | +0.3% | +4.9% | -4.6% | -1.3% |
| 30D | +9.2% | +10.8% | -1.7% | +5.3% |
| 3M | -2.9% | -1.8% | -1.1% | -2.6% |
| 6M | +3.5% | +4.1% | -0.6% | +1.6% |
| YTD | +5.4% | +7.9% | -2.4% | +2.0% |
| 1Y | +17.3% | +14.4% | +2.9% | +11.1% |
| 3Y | +96.7% | +68.1% | +28.6% | +58.9% |
| 5Y | -1.1% | +47.7% | -48.8% | -17.4% |
| 10Y | +84.7% | +100.5% | -15.7% | +37.8% |
| All | +2,628.6% | +1,765.6% | +863.0% | +1,355.6% |
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