+42.7%
GSK vs TSLQ
-97.3%
+139.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.0% | +5.3% | -2.7% |
| 7D | -4.2% | -8.6% | +4.4% | -4.2% |
| 30D | -7.5% | -24.9% | +17.4% | -7.5% |
| 3M | -3.3% | -1.5% | -1.8% | -3.3% |
| 6M | -9.3% | -18.1% | +8.7% | -9.4% |
| YTD | +1.6% | -0.1% | +1.7% | +1.5% |
| 1Y | +25.5% | -51.4% | +76.9% | +25.6% |
| 3Y | +49.3% | -95.9% | +145.2% | +50.3% |
| All | +42.7% | -97.3% | +139.9% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TSLQ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling