+893.7%
TT vs GSK
+76.8%
+817.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | +1.6% | -4.2% | +5.8% | +2.8% |
| 30D | -7.3% | -7.5% | +0.2% | -5.3% |
| 3M | -2.6% | -3.3% | +0.7% | -2.1% |
| 6M | +5.9% | -9.3% | +15.2% | +8.4% |
| YTD | +15.4% | +1.6% | +13.8% | +13.9% |
| 1Y | +8.2% | +25.5% | -17.2% | -0.2% |
| 3Y | +122.7% | +49.3% | +73.4% | +88.1% |
| 5Y | +145.0% | +46.7% | +98.3% | +103.8% |
| 10Y | +893.7% | +76.8% | +816.9% | +699.8% |
| All | +893.7% | +76.8% | +817.0% | +699.8% |
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