-97.2%
TSLQ vs BIIB
-0.2%
-97.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.8% | -4.2% | -9.2% |
| 7D | -8.6% | -1.6% | -6.9% | -9.1% |
| 30D | -24.9% | +2.2% | -27.1% | -24.2% |
| 3M | -1.5% | +10.3% | -11.8% | +2.3% |
| 6M | -18.1% | +14.9% | -33.0% | -12.9% |
| YTD | -0.1% | +20.7% | -20.9% | +8.6% |
| 1Y | -51.4% | +50.3% | -101.7% | -41.8% |
| 3Y | -95.9% | -18.0% | -78.0% | -95.6% |
| All | -97.2% | -0.2% | -97.0% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling