+13,634.3%
TSM vs GSK
+292.3%
+13,342.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.6% |
| 7D | +2.7% | -1.8% | +4.6% | +3.4% |
| 30D | +3.6% | -2.2% | +5.8% | +4.3% |
| 3M | -3.4% | -1.8% | -1.6% | -3.5% |
| 6M | +20.6% | -10.6% | +31.2% | +24.9% |
| YTD | +41.9% | +4.4% | +37.4% | +37.2% |
| 1Y | +84.4% | +30.4% | +54.0% | +61.7% |
| 3Y | +380.2% | +60.1% | +320.2% | +272.0% |
| 5Y | +275.3% | +46.8% | +228.5% | +194.6% |
| 10Y | +1,751.4% | +79.2% | +1,672.2% | +1,197.5% |
| All | +13,634.3% | +292.3% | +13,342.0% | +4,468.1% |
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