+434.2%
TTMI vs GSK
+42.6%
+391.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +22.6% | +0.5% | +22.1% | +22.6% |
| 30D | -34.3% | +9.4% | -43.7% | -33.7% |
| 3M | -44.8% | +1.6% | -46.4% | -44.4% |
| 6M | -53.3% | +1.3% | -54.6% | -53.1% |
| YTD | +10.6% | +6.0% | +4.6% | +11.0% |
| 1Y | +8.2% | +9.1% | -0.9% | +8.4% |
| 3Y | +435.7% | +65.4% | +370.3% | +417.3% |
| 5Y | +434.2% | +43.0% | +391.2% | +407.3% |
| All | +434.2% | +42.6% | +391.6% | +407.3% |
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