-49.1%
TSLL vs BBIO
+575.0%
-624.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +17.8% | +5.4% | +12.4% | +16.1% |
| 30D | +8.2% | +20.6% | -12.3% | +2.5% |
| 3M | +20.9% | -3.6% | +24.4% | +22.0% |
| 6M | -37.5% | +14.1% | -51.6% | -40.3% |
| YTD | -44.5% | +2.4% | -46.9% | -45.9% |
| 1Y | -33.0% | +20.4% | -53.3% | -37.7% |
| 3Y | -6.4% | +184.5% | -190.9% | -32.2% |
| All | -49.1% | +575.0% | -624.1% | -76.2% |
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