-18.4%
TSLL vs INCY
+116.8%
-135.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.4% | +7.3% | +8.0% |
| 7D | -21.2% | -0.6% | -20.6% | -20.7% |
| 30D | -13.3% | +5.5% | -18.8% | -15.2% |
| 3M | +15.4% | +1.1% | +14.3% | +14.7% |
| 6M | -34.2% | +19.8% | -54.1% | -41.1% |
| YTD | -52.9% | +21.1% | -74.0% | -58.8% |
| 1Y | -54.3% | +13.7% | -68.1% | -58.5% |
| 3Y | -18.4% | +119.3% | -137.6% | -50.0% |
| All | -18.4% | +116.8% | -135.1% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling