+736.3%
TT vs GSK
+105.0%
+631.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | +4.0% | +1.1% | +2.9% | +3.7% |
| 30D | -11.3% | +6.3% | -17.6% | -12.9% |
| 3M | -12.3% | +1.8% | -14.1% | -13.0% |
| 6M | -10.8% | +1.7% | -12.5% | -11.9% |
| YTD | +8.2% | +6.5% | +1.6% | +5.2% |
| 1Y | +1.5% | +9.5% | -8.0% | -2.2% |
| 3Y | +91.5% | +65.3% | +26.2% | +56.8% |
| 5Y | +130.2% | +43.7% | +86.5% | +95.6% |
| All | +736.3% | +105.0% | +631.3% | +532.5% |
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