+1,297.6%
TNA vs GSK
+218.7%
+1,078.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | +2.3% |
| 7D | +4.1% | -4.2% | +8.3% | +9.9% |
| 30D | -7.6% | -7.5% | -0.1% | +1.6% |
| 3M | +8.1% | -3.3% | +11.4% | +10.0% |
| 6M | +49.0% | -9.3% | +58.3% | +64.6% |
| YTD | +51.7% | +1.6% | +50.1% | +39.4% |
| 1Y | +59.6% | +25.5% | +34.1% | +5.5% |
| 3Y | +118.9% | +49.3% | +69.6% | -4.0% |
| 5Y | -19.2% | +46.7% | -65.8% | -66.8% |
| 10Y | +77.2% | +76.8% | +0.4% | -42.7% |
| All | +1,297.6% | +218.7% | +1,078.9% | +50.9% |
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 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