-35.3%
TSLL vs BIIB
-18.0%
-17.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -11.1% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +17.8% | +6.9% | +10.9% | +14.4% |
| 3M | -37.0% | +12.4% | -49.4% | -41.5% |
| 6M | -37.7% | +16.3% | -53.9% | -43.4% |
| YTD | -51.4% | +25.5% | -76.9% | -58.4% |
| 1Y | -23.4% | +57.8% | -81.2% | -45.4% |
| All | -35.3% | -18.0% | -17.3% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling