-51.9%
TSLL vs BMRN
-32.3%
-19.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.9% | +10.7% | +9.3% |
| 7D | +5.8% | -0.3% | +6.1% | +5.7% |
| 30D | +21.7% | +1.3% | +20.4% | +20.4% |
| 3M | -28.2% | +14.3% | -42.5% | -33.9% |
| 6M | -29.5% | +5.7% | -35.2% | -32.5% |
| YTD | -47.5% | +8.7% | -56.3% | -50.9% |
| 1Y | -20.8% | +14.6% | -35.4% | -29.3% |
| 3Y | -26.7% | -28.3% | +1.6% | -16.6% |
| All | -51.9% | -32.3% | -19.7% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 10y: compounded portfolio wealth divided by compounded BMRN 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…
10y analysis · Full analysis span regression · 6 months rolling