-1.0%
BSX vs TFC
+14.8%
-15.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -7.0% | -1.3% | -5.8% | -6.8% |
| 30D | -10.9% | -2.3% | -8.6% | -10.5% |
| 3M | -8.2% | +2.5% | -10.6% | -8.7% |
| 6M | -37.5% | +9.5% | -46.9% | -38.8% |
| YTD | -52.8% | +5.1% | -57.9% | -53.6% |
| 1Y | -58.4% | +15.5% | -73.9% | -60.0% |
| 3Y | -16.5% | +95.2% | -111.7% | -29.2% |
| 5Y | -1.0% | +14.5% | -15.5% | -1.5% |
| All | -1.0% | +14.8% | -15.8% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling