-31.5%
TSLL vs REGN
+33.1%
-64.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.2% | +3.6% |
| 7D | +33.0% | +5.3% | +27.6% | +30.8% |
| 30D | +7.7% | +26.3% | -18.6% | +2.7% |
| 3M | +34.7% | +19.3% | +15.4% | +31.2% |
| 6M | -31.5% | +31.8% | -63.3% | -30.1% |
| All | -31.5% | +33.1% | -64.6% | -30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling