+220.3%
TTMI vs GSK
+179.3%
+41.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | +11.4% | +1.1% | +10.2% | +10.9% |
| 30D | -28.3% | +6.3% | -34.6% | -31.0% |
| 3M | -46.7% | +1.8% | -48.5% | -48.3% |
| 6M | -56.1% | +1.7% | -57.8% | -58.1% |
| YTD | +7.4% | +6.5% | +0.8% | -0.6% |
| 1Y | +17.4% | +9.5% | +7.9% | +7.0% |
| 3Y | +429.1% | +65.3% | +363.8% | +266.2% |
| 5Y | +418.8% | +43.7% | +375.0% | +273.8% |
| 10Y | +411.2% | +104.1% | +307.1% | +185.6% |
| All | +220.3% | +179.3% | +41.1% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling