-39.7%
TSLL vs BMRN
+3.2%
-42.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.8% | +6.2% | +3.4% |
| 7D | +33.0% | +1.0% | +31.9% | +32.9% |
| 30D | +7.7% | +4.3% | +3.4% | +7.7% |
| 3M | +34.7% | -19.3% | +54.0% | +35.4% |
| 6M | -31.5% | +7.2% | -38.7% | -32.1% |
| YTD | -42.4% | -4.6% | -37.8% | -42.4% |
| 1Y | -39.7% | +2.5% | -42.2% | -36.6% |
| All | -39.7% | +3.2% | -42.9% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling