-21.0%
TSLQ vs BIIB
+68.6%
-89.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.2% | +4.2% | +6.5% |
| 7D | +9.8% | +4.3% | +5.6% | +10.0% |
| 30D | -6.0% | +13.8% | -19.8% | -5.3% |
| 3M | -35.0% | +22.1% | -57.1% | -34.3% |
| 6M | -24.9% | +35.9% | -60.9% | -23.0% |
| YTD | -12.7% | +44.6% | -57.3% | -11.1% |
| 1Y | -21.0% | +70.4% | -91.4% | -27.4% |
| All | -21.0% | +68.6% | -89.6% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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