-26.7%
TSLL vs REGN
-1.5%
-25.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.1% | +10.0% | +8.8% |
| 7D | +5.8% | -1.6% | +7.4% | +6.5% |
| 30D | +21.7% | +3.4% | +18.3% | +19.9% |
| 3M | -28.2% | +32.7% | -60.9% | -37.3% |
| 6M | -29.5% | +6.9% | -36.4% | -31.6% |
| YTD | -47.5% | +5.4% | -52.9% | -49.1% |
| 1Y | -20.8% | +45.8% | -66.6% | -36.9% |
| 3Y | -26.7% | -1.5% | -25.2% | -38.3% |
| All | -26.7% | -1.5% | -25.2% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling