-47.2%
TSLL vs REGN
+52.4%
-99.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.2% | +3.7% |
| 7D | +33.0% | +5.3% | +27.6% | +30.3% |
| 30D | +7.7% | +26.3% | -18.6% | -2.1% |
| 3M | +34.7% | +19.3% | +15.4% | +25.6% |
| 6M | -31.5% | +31.8% | -63.3% | -38.9% |
| YTD | -42.4% | +23.7% | -66.1% | -47.5% |
| 1Y | -39.7% | +40.2% | -79.9% | -48.4% |
| 3Y | +3.4% | +20.2% | -16.8% | -11.4% |
| All | -47.2% | +52.4% | -99.6% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling