-56.8%
TSLL vs GSK
+48.0%
-104.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.8% | +8.6% |
| 7D | -21.2% | +1.7% | -22.9% | -21.1% |
| 30D | -13.3% | +7.0% | -20.3% | -13.0% |
| 3M | +15.4% | -2.7% | +18.0% | +15.6% |
| 6M | -34.2% | +1.4% | -35.7% | -34.0% |
| YTD | -52.9% | +5.3% | -58.2% | -52.7% |
| 1Y | -54.3% | +10.6% | -65.0% | -54.2% |
| 3Y | -18.4% | +62.6% | -81.0% | -21.5% |
| All | -56.8% | +48.0% | -104.8% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling