+30.8%
BSX vs TCOM
+2,569.4%
-2,538.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.5% |
| 7D | -7.0% | -10.2% | +3.1% | -5.3% |
| 30D | -10.9% | -16.8% | +5.9% | -8.0% |
| 3M | -8.2% | -16.7% | +8.5% | -5.5% |
| 6M | -37.5% | -27.1% | -10.4% | -34.3% |
| YTD | -52.8% | -45.5% | -7.3% | -48.1% |
| 1Y | -58.4% | -45.9% | -12.5% | -54.2% |
| 3Y | -16.5% | +9.8% | -26.3% | -21.4% |
| 5Y | -1.0% | +23.8% | -24.8% | -14.2% |
| 10Y | +91.2% | -10.8% | +102.0% | +66.9% |
| All | +30.8% | +2,569.4% | -2,538.6% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling