+49.0%
REGN vs TSLQ
-17.8%
+66.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.4% | -10.8% | -4.2% |
| 7D | +14.4% | +9.8% | +4.6% | +14.7% |
| 30D | +28.1% | -6.0% | +34.2% | +28.0% |
| 3M | +22.5% | -35.0% | +57.5% | +21.8% |
| 6M | +31.6% | -24.9% | +56.5% | +30.7% |
| YTD | +21.0% | -12.7% | +33.7% | +18.0% |
| 1Y | +49.0% | -21.0% | +70.0% | +46.6% |
| All | +49.0% | -17.8% | +66.7% | +46.6% |
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