+146.0%
TT vs GSK
+48.0%
+98.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.1% |
| 7D | 0.0% | -1.8% | +1.8% | +0.3% |
| 30D | -7.2% | -2.2% | -5.0% | -6.9% |
| 3M | -3.0% | -1.8% | -1.2% | -2.9% |
| 6M | +1.4% | -10.6% | +12.0% | +3.0% |
| YTD | +15.9% | +4.4% | +11.5% | +14.9% |
| 1Y | +9.4% | +30.4% | -21.0% | +4.5% |
| 3Y | +124.4% | +60.1% | +64.3% | +101.9% |
| All | +146.0% | +48.0% | +98.0% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling