-53.1%
TSLL vs BBIO
+525.0%
-578.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -0.9% |
| 7D | -7.3% | -3.9% | -3.5% | -6.2% |
| 30D | +15.8% | -13.4% | +29.1% | +20.7% |
| 3M | -19.5% | +7.6% | -27.0% | -21.6% |
| 6M | -32.1% | -2.4% | -29.6% | -32.1% |
| YTD | -48.9% | -5.2% | -43.7% | -49.0% |
| 1Y | -23.4% | +36.9% | -60.3% | -31.3% |
| 3Y | -28.6% | +155.2% | -183.8% | -46.7% |
| All | -53.1% | +525.0% | -578.1% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 10y: compounded portfolio wealth divided by compounded BBIO 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…
10y analysis · Full analysis span regression · 6 months rolling