-23.4%
TSLL vs GSK
+31.2%
-54.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -9.9% | -11.7% |
| 7D | +1.9% | -1.8% | +3.7% | +2.1% |
| 30D | +17.8% | -2.2% | +19.9% | +18.2% |
| 3M | -37.0% | -1.8% | -35.2% | -36.9% |
| 6M | -37.7% | -10.6% | -27.1% | -36.8% |
| YTD | -51.4% | +4.4% | -55.8% | -52.7% |
| 1Y | -23.4% | +30.4% | -53.8% | -38.3% |
| All | -23.4% | +31.2% | -54.6% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling