-54.3%
TSLL vs INCY
+12.6%
-66.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.4% | +7.3% | +8.5% |
| 7D | -21.2% | -0.6% | -20.6% | -20.9% |
| 30D | -13.3% | +5.5% | -18.8% | -13.4% |
| 3M | +15.4% | +1.1% | +14.3% | +16.0% |
| 6M | -34.2% | +19.8% | -54.1% | -36.9% |
| YTD | -52.9% | +21.1% | -74.0% | -56.8% |
| 1Y | -54.3% | +13.7% | -68.1% | -54.2% |
| All | -54.3% | +12.6% | -66.9% | -54.2% |
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