+10.7%
TTMI vs GSK
+14.9%
-4.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +5.0% | -15.1% | -6.6% |
| 7D | -19.2% | +4.9% | -24.1% | -16.1% |
| 30D | -44.9% | +9.9% | -54.8% | -41.0% |
| 3M | -44.7% | +0.2% | -44.9% | -42.4% |
| 6M | -53.4% | +2.3% | -55.7% | -51.6% |
| YTD | +6.3% | +7.1% | -0.7% | +17.5% |
| 1Y | +10.7% | +13.1% | -2.4% | +25.0% |
| All | +10.7% | +14.9% | -4.2% | +25.0% |
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