-55.4%
TSLL vs REGN
+32.6%
-88.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -10.0% | -11.1% |
| 7D | +1.9% | +4.2% | -2.3% | +0.1% |
| 30D | +17.8% | +7.8% | +9.9% | +14.4% |
| 3M | -37.0% | +31.8% | -68.8% | -44.1% |
| 6M | -37.7% | +5.4% | -43.1% | -39.0% |
| YTD | -51.4% | +7.7% | -59.0% | -53.1% |
| 1Y | -23.4% | +46.7% | -70.0% | -36.7% |
| 3Y | -30.8% | +0.5% | -31.2% | -36.2% |
| All | -55.4% | +32.6% | -88.1% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling