-52.7%
TSLL vs NBIX
+49.5%
-102.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.1% |
| 7D | +6.1% | +0.4% | +5.7% | +5.9% |
| 30D | +20.6% | -0.2% | +20.8% | +20.5% |
| 3M | -25.4% | -4.0% | -21.4% | -25.1% |
| 6M | -34.2% | +20.6% | -54.8% | -43.0% |
| YTD | -48.4% | +10.1% | -58.5% | -53.1% |
| 1Y | -30.8% | +8.8% | -39.6% | -36.5% |
| 3Y | -37.4% | +42.5% | -79.9% | -51.5% |
| All | -52.7% | +49.5% | -102.2% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 10y: compounded portfolio wealth divided by compounded NBIX 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…
10y analysis · Full analysis span regression · 6 months rolling