-52.1%
TSLL vs BMRN
-40.1%
-12.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.1% | +8.9% | +9.9% |
| 7D | -14.3% | -0.5% | -13.9% | -13.9% |
| 30D | -6.2% | +4.3% | -10.5% | -8.2% |
| 3M | +21.2% | -10.4% | +31.6% | +27.0% |
| 6M | -36.6% | +5.8% | -42.4% | -40.1% |
| YTD | -47.8% | -3.8% | -44.0% | -48.2% |
| 1Y | -45.2% | +11.1% | -56.3% | -51.2% |
| 3Y | -3.3% | -31.7% | +28.4% | +10.5% |
| All | -52.1% | -40.1% | -12.1% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling