+873.0%
TTMI vs GSK
+48.7%
+824.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | +7.5% | -3.6% | +11.1% | +6.9% |
| 30D | -4.5% | -5.9% | +1.4% | -5.1% |
| 3M | -28.5% | -4.3% | -24.3% | -28.8% |
| 6M | +28.4% | -10.8% | +39.2% | +27.4% |
| YTD | +80.1% | +1.8% | +78.3% | +81.0% |
| 1Y | +161.0% | +23.5% | +137.6% | +166.0% |
| All | +873.0% | +48.7% | +824.3% | +1,017.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling