-23.4%
TSLL vs BIIB
+55.8%
-79.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -11.6% |
| 7D | +1.9% | +1.1% | +0.8% | +1.8% |
| 30D | +17.8% | +6.9% | +10.9% | +17.2% |
| 3M | -37.0% | +12.4% | -49.4% | -38.2% |
| 6M | -37.7% | +16.3% | -53.9% | -39.3% |
| YTD | -51.4% | +25.5% | -76.9% | -52.9% |
| 1Y | -23.4% | +57.8% | -81.2% | -31.9% |
| All | -23.4% | +55.8% | -79.1% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 1y: compounded portfolio wealth divided by compounded BIIB 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…
1y analysis · Full analysis span regression · 6 months rolling