+41.4%
GSK vs TSLQ
-97.2%
+138.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.1% |
| 7D | -5.4% | +5.7% | -11.1% | -5.4% |
| 30D | -4.6% | -21.1% | +16.5% | -4.6% |
| 3M | -5.1% | -11.5% | +6.4% | -5.2% |
| 6M | -11.4% | -14.9% | +3.5% | -11.5% |
| YTD | +0.7% | +2.4% | -1.7% | +0.6% |
| 1Y | +23.0% | -49.8% | +72.8% | +23.1% |
| 3Y | +48.0% | -95.8% | +143.8% | +49.0% |
| All | +41.4% | -97.2% | +138.6% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling