-95.5%
TSLQ vs BIIB
-19.0%
-76.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | -0.2% |
| 7D | -8.0% | -5.4% | -2.6% | -10.0% |
| 30D | -23.8% | +1.7% | -25.5% | -23.1% |
| 3M | -7.0% | +5.8% | -12.9% | -4.3% |
| 6M | -17.1% | +11.9% | -29.1% | -11.7% |
| YTD | +0.1% | +19.7% | -19.7% | +10.9% |
| 1Y | -51.2% | +46.7% | -97.9% | -38.2% |
| All | -95.5% | -19.0% | -76.5% | -95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling