-55.4%
TSLL vs BBIO
+545.2%
-600.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.1% | -11.6% |
| 7D | +1.9% | -2.3% | +4.2% | +2.6% |
| 30D | +17.8% | -8.7% | +26.5% | +20.9% |
| 3M | -37.0% | +11.2% | -48.2% | -39.3% |
| 6M | -37.7% | +12.5% | -50.1% | -40.4% |
| YTD | -51.4% | -2.2% | -49.2% | -51.9% |
| 1Y | -23.4% | +44.4% | -67.8% | -32.4% |
| 3Y | -30.8% | +144.7% | -175.5% | -48.1% |
| All | -55.4% | +545.2% | -600.6% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling