-48.9%
TSLL vs INCY
+13.5%
-62.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.9% | +9.0% | +10.6% |
| 7D | -14.3% | +1.5% | -15.9% | -14.2% |
| 30D | -6.2% | +8.1% | -14.2% | -6.6% |
| 3M | +21.2% | +1.1% | +20.1% | +21.7% |
| 6M | -36.6% | +23.7% | -60.3% | -39.6% |
| YTD | -47.8% | +23.4% | -71.2% | -52.4% |
| All | -48.9% | +13.5% | -62.4% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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