+58.2%
INCY vs TSLQ
-97.3%
+155.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -2.2% | -8.0% | +5.8% | -2.5% |
| 30D | +3.7% | -23.8% | +27.5% | +2.7% |
| 3M | +22.1% | -7.0% | +29.1% | +22.5% |
| 6M | +29.8% | -17.1% | +46.9% | +30.1% |
| YTD | +27.6% | +0.1% | +27.5% | +29.2% |
| 1Y | +47.2% | -51.2% | +98.4% | +45.3% |
| 3Y | +97.0% | -95.9% | +192.9% | +85.2% |
| All | +58.2% | -97.3% | +155.5% | +50.5% |
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