-48.9%
TSLL vs BIIB
+64.0%
-112.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.6% | +8.3% | +10.6% |
| 7D | -14.3% | +2.4% | -16.7% | -14.3% |
| 30D | -6.2% | +12.9% | -19.1% | -6.6% |
| 3M | +21.2% | +22.6% | -1.4% | +20.4% |
| 6M | -36.6% | +31.7% | -68.3% | -37.6% |
| YTD | -47.8% | +44.8% | -92.6% | -47.7% |
| All | -48.9% | +64.0% | -112.9% | -43.5% |
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