+15,818.7%
TT vs GSK
+1,705.8%
+14,112.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.3% |
| 7D | -0.2% | -1.8% | +1.6% | +0.4% |
| 30D | -7.4% | -2.2% | -5.2% | -6.8% |
| 3M | -3.2% | -1.8% | -1.4% | -3.1% |
| 6M | +1.1% | -10.6% | +11.7% | +4.5% |
| YTD | +15.6% | +4.4% | +11.2% | +12.8% |
| 1Y | +9.2% | +30.4% | -21.2% | -2.1% |
| 3Y | +124.4% | +60.1% | +64.3% | +81.4% |
| 5Y | +138.0% | +46.8% | +91.2% | +95.8% |
| 10Y | +886.4% | +79.2% | +807.2% | +640.4% |
| All | +15,818.7% | +1,705.8% | +14,112.8% | +5,725.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling