+802.2%
TTMI vs GSK
+47.2%
+755.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.6% |
| 7D | +6.0% | -5.4% | +11.4% | +5.9% |
| 30D | -6.4% | -4.6% | -1.8% | -6.6% |
| 3M | -28.9% | -5.1% | -23.8% | -29.1% |
| 6M | +26.9% | -11.4% | +38.3% | +26.9% |
| YTD | +77.3% | +0.7% | +76.6% | +76.8% |
| 1Y | +147.5% | +23.0% | +124.5% | +144.6% |
| 3Y | +847.6% | +48.0% | +799.7% | +821.4% |
| 5Y | +802.2% | +48.2% | +754.0% | +791.7% |
| All | +802.2% | +47.2% | +755.0% | +791.7% |
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 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