+78.7%
ALNY vs TSLQ
-97.2%
+175.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.4% | -3.9% |
| 7D | -6.4% | +5.7% | -12.1% | -6.0% |
| 30D | +11.9% | -21.1% | +33.0% | +10.4% |
| 3M | -15.0% | -11.5% | -3.5% | -14.9% |
| 6M | -23.2% | -14.9% | -8.3% | -22.8% |
| YTD | -37.8% | +2.4% | -40.2% | -36.2% |
| 1Y | -47.3% | -49.8% | +2.5% | -48.6% |
| 3Y | +22.9% | -95.8% | +118.7% | +9.2% |
| All | +78.7% | -97.2% | +175.8% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 all: compounded portfolio wealth divided by compounded TSLQ 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…
all analysis · Full analysis span regression · 6 months rolling