-21.2%
BSX vs TCOM
+8.0%
-29.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -10.1% | -4.9% | -5.2% | -9.6% |
| 30D | -16.4% | -14.4% | -2.0% | -15.0% |
| 3M | -8.9% | -17.7% | +8.8% | -7.2% |
| 6M | -38.3% | -25.1% | -13.2% | -36.5% |
| YTD | -54.9% | -45.7% | -9.2% | -52.2% |
| 1Y | -58.8% | -47.9% | -11.0% | -56.2% |
| 3Y | -21.2% | +8.9% | -30.2% | -23.1% |
| All | -21.2% | +8.0% | -29.2% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling