+172.6%
TTMI vs GSK
+31.2%
+141.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.8% | +8.4% |
| 7D | +5.9% | -1.8% | +7.7% | +5.5% |
| 30D | -4.3% | -2.2% | -2.1% | -4.5% |
| 3M | -32.0% | -1.8% | -30.2% | -32.3% |
| 6M | +19.5% | -10.6% | +30.1% | +19.0% |
| YTD | +82.0% | +4.4% | +77.6% | +84.3% |
| 1Y | +172.6% | +30.4% | +142.2% | +169.6% |
| All | +172.6% | +31.2% | +141.4% | +169.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling