-17.2%
TSLQ vs BIIB
+15.5%
-32.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.8% | -4.2% | -8.4% |
| 7D | -8.6% | -1.6% | -6.9% | -8.8% |
| 30D | -24.9% | +2.2% | -27.1% | -24.8% |
| 3M | -1.5% | +10.3% | -11.8% | +2.1% |
| All | -17.2% | +15.5% | -32.8% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling