-3.3%
TSLL vs GSK
+65.2%
-68.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +11.2% |
| 7D | -14.3% | +4.9% | -19.2% | -13.7% |
| 30D | -6.2% | +10.8% | -17.0% | -4.7% |
| 3M | +21.2% | -1.8% | +23.0% | +21.3% |
| 6M | -36.6% | +4.1% | -40.7% | -35.9% |
| YTD | -47.8% | +7.9% | -55.6% | -46.7% |
| 1Y | -45.2% | +14.4% | -59.7% | -43.7% |
| 3Y | -3.3% | +68.1% | -71.4% | +15.7% |
| All | -3.3% | +65.2% | -68.5% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling