+10.9%
NBIX vs TSLQ
-50.5%
+61.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.0% | -13.7% | -1.0% |
| 7D | +1.0% | -5.8% | +6.8% | +0.8% |
| 30D | -3.6% | -22.1% | +18.5% | -4.8% |
| 3M | -7.0% | +10.1% | -17.0% | -5.4% |
| 6M | +16.6% | -6.8% | +23.4% | +17.5% |
| YTD | +9.7% | +8.5% | +1.2% | +12.4% |
| 1Y | +10.9% | -49.7% | +60.6% | +9.6% |
| All | +10.9% | -50.5% | +61.3% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling