-55.4%
TSLL vs INCY
+72.4%
-127.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.9% | -11.4% |
| 7D | +1.9% | +1.9% | 0.0% | +0.9% |
| 30D | +17.8% | +5.8% | +12.0% | +14.9% |
| 3M | -37.0% | +25.2% | -62.2% | -44.3% |
| 6M | -37.7% | +28.2% | -65.9% | -45.6% |
| YTD | -51.4% | +28.3% | -79.7% | -58.3% |
| 1Y | -23.4% | +48.3% | -71.7% | -39.5% |
| 3Y | -30.8% | +95.9% | -126.7% | -55.0% |
| All | -55.4% | +72.4% | -127.9% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling