-52.1%
TSLL vs GSK
+51.5%
-103.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +11.0% |
| 7D | -14.3% | +4.9% | -19.2% | -14.1% |
| 30D | -6.2% | +10.8% | -17.0% | -5.8% |
| 3M | +21.2% | -1.8% | +23.0% | +21.4% |
| 6M | -36.6% | +4.1% | -40.7% | -36.3% |
| YTD | -47.8% | +7.9% | -55.6% | -47.5% |
| 1Y | -45.2% | +14.4% | -59.7% | -45.1% |
| 3Y | -3.3% | +68.1% | -71.4% | -7.2% |
| All | -52.1% | +51.5% | -103.7% | -55.0% |
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