-55.4%
TSLL vs BIIB
+2.1%
-57.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.7% |
| 3M | -37.0% | +12.4% | -49.4% | -41.0% |
| 6M | -37.7% | +16.3% | -53.9% | -42.7% |
| YTD | -51.4% | +25.5% | -76.9% | -57.4% |
| 1Y | -23.4% | +57.8% | -81.2% | -41.1% |
| 3Y | -30.8% | -17.3% | -13.4% | -30.7% |
| All | -55.4% | +2.1% | -57.5% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling