-44.0%
TSLL vs INCY
+15.3%
-59.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.1% | +5.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | +2.7% | +9.8% | -7.1% | +1.9% |
| 3M | +26.3% | +1.0% | +25.3% | +26.8% |
| 6M | -37.2% | +21.9% | -59.1% | -40.0% |
| YTD | -44.2% | +23.8% | -68.0% | -49.4% |
| 1Y | -44.0% | +13.0% | -57.0% | -40.6% |
| All | -44.0% | +15.3% | -59.3% | -40.6% |
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