+46.7%
REGN vs TSLQ
-50.5%
+97.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.0% | -13.9% | -1.5% |
| 7D | +4.2% | -5.8% | +10.0% | +4.1% |
| 30D | +7.8% | -22.1% | +29.9% | +7.2% |
| 3M | +31.8% | +10.1% | +21.8% | +32.4% |
| 6M | +5.4% | -6.8% | +12.2% | +5.5% |
| YTD | +7.7% | +8.5% | -0.9% | +8.0% |
| 1Y | +46.7% | -49.7% | +96.4% | +35.0% |
| All | +46.7% | -50.5% | +97.2% | +35.0% |
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