-5.9%
TSLL vs BIIB
+13.5%
-19.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +0.5% | -0.4% | +0.9% | +1.2% |
| 30D | +2.7% | +10.5% | -7.8% | -1.4% |
| 3M | +26.3% | +24.3% | +2.0% | +15.1% |
| 6M | -37.2% | +28.0% | -65.2% | -44.7% |
| YTD | -44.2% | +44.0% | -88.2% | -54.8% |
| 1Y | -44.0% | +58.8% | -102.8% | -57.7% |
| All | -5.9% | +13.5% | -19.4% | -14.1% |
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