-97.1%
TSLQ vs BIIB
+1.2%
-98.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +3.1% |
| 7D | +5.7% | -4.0% | +9.7% | +4.2% |
| 30D | -21.1% | +5.7% | -26.7% | -19.5% |
| 3M | -11.5% | +10.9% | -22.4% | -8.0% |
| 6M | -14.9% | +14.3% | -29.3% | -9.8% |
| YTD | +2.4% | +22.4% | -20.0% | +11.8% |
| 1Y | -49.8% | +51.1% | -100.8% | -39.8% |
| 3Y | -95.8% | -16.8% | -79.0% | -95.5% |
| All | -97.1% | +1.2% | -98.3% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling