-38.0%
TSLL vs NBIX
+44.2%
-82.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.9% |
| 7D | -7.3% | -1.1% | -6.2% | -6.5% |
| 30D | +15.8% | -3.3% | +19.1% | +18.2% |
| 3M | -19.5% | -2.7% | -16.8% | -20.0% |
| 6M | -32.1% | +20.6% | -52.6% | -42.6% |
| YTD | -48.9% | +10.4% | -59.3% | -54.4% |
| 1Y | -23.4% | +10.8% | -34.2% | -31.8% |
| All | -38.0% | +44.2% | -82.2% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling