-51.9%
TSLL vs BBIO
+544.5%
-596.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.1% | +8.0% | +7.9% |
| 7D | +5.8% | -2.4% | +8.2% | +6.5% |
| 30D | +21.7% | -11.5% | +33.2% | +26.1% |
| 3M | -28.2% | +11.0% | -39.2% | -30.8% |
| 6M | -29.5% | +14.4% | -43.8% | -32.9% |
| YTD | -47.5% | -2.3% | -45.3% | -48.1% |
| 1Y | -20.8% | +37.7% | -58.5% | -29.2% |
| 3Y | -26.7% | +163.1% | -189.9% | -45.8% |
| All | -51.9% | +544.5% | -596.4% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling