-35.3%
TSLL vs BMRN
-28.1%
-7.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -11.9% |
| 7D | +1.9% | +2.9% | -1.0% | +0.7% |
| 30D | +17.8% | +11.0% | +6.7% | +12.6% |
| 3M | -37.0% | +17.8% | -54.8% | -41.8% |
| 6M | -37.7% | +10.1% | -47.8% | -40.7% |
| YTD | -51.4% | +11.9% | -63.3% | -54.3% |
| 1Y | -23.4% | +17.2% | -40.6% | -30.4% |
| All | -35.3% | -28.1% | -7.3% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling