+70.6%
GSK vs TLN
+678.8%
-608.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +5.2% | +1.1% | +4.1% | +5.3% |
| 30D | +10.2% | -4.6% | +14.8% | +10.1% |
| 3M | -0.9% | +5.2% | -6.1% | -0.4% |
| 6M | +3.5% | -6.5% | +10.0% | +3.7% |
| YTD | +7.2% | -3.6% | +10.9% | +7.7% |
| 1Y | +12.0% | -8.2% | +20.2% | +12.4% |
| 3Y | +67.3% | +559.7% | -492.4% | +57.7% |
| All | +70.6% | +678.8% | -608.3% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling