-48.9%
TSLL vs BMRN
+10.1%
-59.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.1% | +8.9% | +10.9% |
| 7D | -14.3% | -0.5% | -13.9% | -14.3% |
| 30D | -6.2% | +4.3% | -10.5% | -6.1% |
| 3M | +21.2% | -10.4% | +31.6% | +21.3% |
| 6M | -36.6% | +5.8% | -42.4% | -36.9% |
| YTD | -47.8% | -3.8% | -44.0% | -47.8% |
| All | -48.9% | +10.1% | -59.0% | -48.7% |
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