+81.5%
BSX vs TFC
+98.5%
-17.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.3% |
| 7D | -8.2% | -2.5% | -5.7% | -7.4% |
| 30D | -15.8% | -2.8% | -13.0% | -15.1% |
| 3M | -10.8% | +2.1% | -13.0% | -11.6% |
| 6M | -38.4% | +10.1% | -48.5% | -40.5% |
| YTD | -54.8% | +5.4% | -60.2% | -56.0% |
| 1Y | -59.0% | +16.3% | -75.4% | -61.4% |
| 3Y | -20.0% | +95.9% | -115.9% | -38.4% |
| 5Y | -3.1% | +16.0% | -19.0% | -12.6% |
| All | +81.5% | +98.5% | -17.0% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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