+443.1%
TTMI vs GSK
+173.7%
+269.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.8% | +9.8% |
| 7D | +5.9% | -1.8% | +7.7% | +6.7% |
| 30D | -4.3% | -2.2% | -2.1% | -3.8% |
| 3M | -32.0% | -1.8% | -30.2% | -32.8% |
| 6M | +19.5% | -10.6% | +30.1% | +24.1% |
| YTD | +82.0% | +4.4% | +77.6% | +73.0% |
| 1Y | +172.6% | +30.4% | +142.2% | +129.4% |
| 3Y | +744.7% | +60.1% | +684.6% | +499.6% |
| 5Y | +805.6% | +46.8% | +758.8% | +551.0% |
| 10Y | +1,057.6% | +79.2% | +978.4% | +611.6% |
| All | +443.1% | +173.7% | +269.4% | +114.3% |
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 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