+81.0%
BSX vs TCOM
-9.8%
+90.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -10.1% | -4.9% | -5.2% | -9.3% |
| 30D | -16.4% | -14.4% | -2.0% | -14.3% |
| 3M | -8.9% | -17.7% | +8.8% | -6.2% |
| 6M | -38.3% | -25.1% | -13.2% | -35.6% |
| YTD | -54.9% | -45.7% | -9.2% | -50.6% |
| 1Y | -58.8% | -47.9% | -11.0% | -54.7% |
| 3Y | -21.2% | +8.9% | -30.2% | -25.8% |
| 5Y | -3.3% | +26.9% | -30.2% | -16.3% |
| All | +81.0% | -9.8% | +90.8% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling