-23.4%
TSLL vs ALNY
-40.8%
+17.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.5% | -11.9% |
| 7D | +1.9% | +12.2% | -10.3% | +1.7% |
| 30D | +17.8% | +16.3% | +1.4% | +17.5% |
| 3M | -37.0% | -12.4% | -24.6% | -37.7% |
| 6M | -37.7% | -18.7% | -19.0% | -37.1% |
| YTD | -51.4% | -33.1% | -18.3% | -48.9% |
| 1Y | -23.4% | -41.3% | +18.0% | -9.6% |
| All | -23.4% | -40.8% | +17.4% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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