+2,700.2%
TFC vs GSK
+1,705.8%
+994.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | +2.4% | -1.8% | +4.2% | +3.1% |
| 30D | -1.3% | -2.2% | +0.9% | -0.7% |
| 3M | +6.1% | -1.8% | +7.9% | +6.5% |
| 6M | +7.3% | -10.6% | +17.9% | +11.1% |
| YTD | +8.2% | +4.4% | +3.8% | +6.0% |
| 1Y | +14.4% | +30.4% | -16.0% | +3.4% |
| 3Y | +93.7% | +60.1% | +33.6% | +59.4% |
| 5Y | +16.4% | +46.8% | -30.4% | -2.6% |
| 10Y | +101.6% | +79.2% | +22.3% | +56.3% |
| All | +2,700.2% | +1,705.8% | +994.3% | +1,413.2% |
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