-49.7%
TSLQ vs BBIO
+44.0%
-93.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.7% | +11.7% |
| 7D | -5.8% | -2.3% | -3.5% | -6.7% |
| 30D | -22.1% | -8.7% | -13.4% | -24.9% |
| 3M | +10.1% | +11.2% | -1.1% | +16.8% |
| 6M | -6.8% | +12.5% | -19.2% | +0.8% |
| YTD | +8.5% | -2.2% | +10.7% | +11.9% |
| 1Y | -49.7% | +44.4% | -94.1% | -36.6% |
| All | -49.7% | +44.0% | -93.7% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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