-21.2%
TSLL vs ALNY
-44.0%
+22.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +5.1% | -3.5% | +8.6% | +5.1% |
| 30D | +20.0% | +18.9% | +1.1% | +19.9% |
| 3M | -23.8% | -13.3% | -10.4% | -24.9% |
| 6M | -30.3% | -20.3% | -10.0% | -29.8% |
| YTD | -47.7% | -35.1% | -12.5% | -44.6% |
| 1Y | -21.2% | -46.5% | +25.3% | -3.9% |
| All | -21.2% | -44.0% | +22.9% | -3.9% |
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