+76.5%
TNA vs GSK
+80.1%
-3.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.3% | -3.5% | -3.7% | -4.1% |
| 30D | -14.2% | -3.4% | -10.7% | -11.6% |
| 3M | -4.6% | -8.1% | +3.6% | +1.7% |
| 6M | +36.9% | -11.1% | +48.1% | +50.8% |
| YTD | +42.5% | +0.7% | +41.8% | +36.4% |
| 1Y | +45.8% | +20.1% | +25.6% | +14.2% |
| 3Y | +104.7% | +46.1% | +58.5% | +17.2% |
| 5Y | -21.7% | +48.2% | -69.9% | -58.8% |
| All | +76.5% | +80.1% | -3.5% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling