-23.4%
TSLL vs REGN
+43.6%
-67.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -1.9% |
| 7D | -7.3% | -6.0% | -1.4% | -5.9% |
| 30D | +15.8% | -0.4% | +16.1% | +16.0% |
| 3M | -19.5% | +32.0% | -51.5% | -24.0% |
| 6M | -32.1% | +3.0% | -35.1% | -31.6% |
| YTD | -48.9% | +3.2% | -52.0% | -48.6% |
| 1Y | -23.4% | +43.4% | -66.8% | -32.5% |
| All | -23.4% | +43.6% | -67.0% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling