-52.0%
TSLL vs NBIX
+48.5%
-100.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +5.1% | -1.7% | +6.8% | +6.3% |
| 30D | +20.0% | -5.9% | +25.9% | +24.2% |
| 3M | -23.8% | -6.1% | -17.6% | -22.2% |
| 6M | -30.3% | +19.4% | -49.7% | -39.3% |
| YTD | -47.7% | +9.4% | -57.0% | -52.2% |
| 1Y | -21.2% | +7.6% | -28.8% | -27.1% |
| 3Y | -26.9% | +42.0% | -68.9% | -43.1% |
| All | -52.0% | +48.5% | -100.5% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling