-48.4%
TSLL vs BIIB
+63.0%
-111.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.0% |
| 7D | -11.0% | +1.7% | -12.8% | -11.0% |
| 30D | -5.3% | +12.2% | -17.5% | -5.7% |
| 3M | +20.8% | +22.3% | -1.4% | +20.1% |
| 6M | -36.0% | +30.9% | -66.9% | -37.0% |
| YTD | -47.3% | +43.9% | -91.2% | -47.1% |
| 1Y | -48.4% | +62.1% | -110.5% | -43.0% |
| All | -48.4% | +63.0% | -111.4% | -43.0% |
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