-52.7%
TSLL vs REGN
+25.2%
-77.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | +6.1% | -5.6% | +11.7% | +8.5% |
| 30D | +20.6% | -2.0% | +22.6% | +21.6% |
| 3M | -25.4% | +28.0% | -53.4% | -33.0% |
| 6M | -34.2% | +1.2% | -35.4% | -34.6% |
| YTD | -48.4% | +1.6% | -50.0% | -49.1% |
| 1Y | -30.8% | +38.2% | -69.1% | -41.6% |
| 3Y | -37.4% | -5.4% | -32.1% | -41.0% |
| All | -52.7% | +25.2% | -77.9% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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