+12,377.6%
TSM vs GSK
+305.3%
+12,072.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.6% |
| 7D | -2.5% | +4.9% | -7.4% | -4.4% |
| 30D | -14.3% | +10.8% | -25.1% | -18.0% |
| 3M | -7.2% | -1.8% | -5.4% | -7.2% |
| 6M | -5.1% | +4.1% | -9.2% | -8.0% |
| YTD | +28.9% | +7.9% | +21.0% | +22.4% |
| 1Y | +37.1% | +14.4% | +22.6% | +26.9% |
| 3Y | +341.5% | +68.1% | +273.4% | +234.4% |
| 5Y | +245.7% | +47.7% | +198.0% | +170.1% |
| 10Y | +1,502.2% | +100.5% | +1,401.8% | +963.9% |
| All | +12,377.6% | +305.3% | +12,072.3% | +3,974.4% |
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 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