+734.7%
TT vs GSK
+102.9%
+631.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.8% | +5.2% | -4.4% | -0.5% |
| 30D | -11.8% | +10.2% | -21.9% | -14.2% |
| 3M | -11.6% | -0.9% | -10.7% | -11.7% |
| 6M | -9.3% | +3.5% | -12.8% | -10.9% |
| YTD | +8.9% | +7.2% | +1.7% | +5.7% |
| 1Y | -2.2% | +12.0% | -14.2% | -6.4% |
| 3Y | +91.9% | +67.3% | +24.5% | +56.5% |
| 5Y | +136.0% | +45.3% | +90.7% | +99.9% |
| 10Y | +734.7% | +101.8% | +633.0% | +534.8% |
| All | +734.7% | +102.9% | +631.8% | +534.8% |
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