+127.9%
TT vs GSK
+43.2%
+84.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -2.0% | +1.7% | -3.7% | -2.2% |
| 30D | -14.0% | +7.0% | -21.1% | -14.9% |
| 3M | -15.9% | -2.7% | -13.2% | -15.6% |
| 6M | -17.3% | +1.4% | -18.7% | -17.8% |
| YTD | +4.0% | +5.3% | -1.4% | +2.9% |
| 1Y | -7.1% | +10.6% | -17.8% | -8.8% |
| 3Y | +90.2% | +62.6% | +27.6% | +71.1% |
| All | +127.9% | +43.2% | +84.7% | +103.1% |
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