+88.6%
INCY vs TSLQ
-95.6%
+184.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.5% |
| 7D | -4.2% | -6.6% | +2.4% | -4.4% |
| 30D | +0.6% | -24.3% | +24.9% | -0.4% |
| 3M | +12.6% | -3.6% | +16.3% | +13.2% |
| 6M | +28.3% | -12.0% | +40.3% | +29.0% |
| YTD | +23.0% | +1.4% | +21.6% | +24.6% |
| 1Y | +41.0% | -43.6% | +84.5% | +39.9% |
| 3Y | +88.6% | -95.4% | +184.0% | +80.9% |
| All | +88.6% | -95.6% | +184.2% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling