-49.7%
TSLQ vs BMRN
+12.9%
-62.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +12.0% |
| 7D | -5.8% | +2.9% | -8.7% | -5.4% |
| 30D | -22.1% | +11.0% | -33.1% | -21.0% |
| 3M | +10.1% | +17.8% | -7.8% | +12.4% |
| 6M | -6.8% | +10.1% | -16.9% | -5.2% |
| YTD | +8.5% | +11.9% | -3.4% | +10.1% |
| 1Y | -49.7% | +17.2% | -67.0% | -49.9% |
| All | -49.7% | +12.9% | -62.7% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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