-54.3%
TSLL vs GSK
+11.3%
-65.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.8% | +8.6% |
| 7D | -21.2% | +1.7% | -22.9% | -20.8% |
| 30D | -13.3% | +7.0% | -20.3% | -11.9% |
| 3M | +15.4% | -2.7% | +18.0% | +16.0% |
| 6M | -34.2% | +1.4% | -35.7% | -33.2% |
| YTD | -52.9% | +5.3% | -58.2% | -50.2% |
| 1Y | -54.3% | +10.6% | -65.0% | -52.9% |
| All | -54.3% | +11.3% | -65.6% | -52.9% |
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 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