+31.7%
REGN vs TSLQ
-97.2%
+128.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -5.6% | -6.6% | +1.0% | -5.8% |
| 30D | -2.0% | -24.3% | +22.3% | -2.9% |
| 3M | +28.0% | -3.6% | +31.6% | +28.4% |
| 6M | +1.2% | -12.0% | +13.1% | +1.6% |
| YTD | +1.6% | +1.4% | +0.3% | +2.8% |
| 1Y | +38.2% | -43.6% | +81.8% | +37.3% |
| 3Y | -5.4% | -95.4% | +90.0% | -8.9% |
| All | +31.7% | -97.2% | +128.9% | +29.9% |
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 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