-6.4%
TSLL vs BBIO
+187.2%
-193.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +17.8% | +5.4% | +12.4% | +15.1% |
| 30D | +8.2% | +20.6% | -12.3% | -0.6% |
| 3M | +20.9% | -3.6% | +24.4% | +22.7% |
| 6M | -37.5% | +14.1% | -51.6% | -42.1% |
| YTD | -44.5% | +2.4% | -46.9% | -47.1% |
| 1Y | -33.0% | +20.4% | -53.3% | -41.1% |
| 3Y | -6.4% | +184.5% | -190.9% | -38.7% |
| All | -6.4% | +187.2% | -193.6% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling