-56.8%
TSLL vs BIIB
+14.8%
-71.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.8% | +6.8% | +7.9% |
| 7D | -21.2% | -2.1% | -19.1% | -20.2% |
| 30D | -13.3% | +11.8% | -25.1% | -17.2% |
| 3M | +15.4% | +20.4% | -5.0% | +6.7% |
| 6M | -34.2% | +30.2% | -64.5% | -42.3% |
| YTD | -52.9% | +41.1% | -94.0% | -60.8% |
| 1Y | -54.3% | +58.4% | -112.8% | -64.4% |
| 3Y | -18.4% | -0.1% | -18.3% | -24.6% |
| All | -56.8% | +14.8% | -71.6% | -54.8% |
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