+935.7%
BSX vs TFC
+1,848.2%
-912.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +3.7% | +2.3% | +1.5% | +3.0% |
| 30D | +3.1% | +10.8% | -7.7% | -0.2% |
| 3M | -14.2% | -3.8% | -10.5% | -13.2% |
| 6M | -16.4% | +9.6% | -26.0% | -19.1% |
| YTD | -53.5% | +5.8% | -59.3% | -54.8% |
| 1Y | -57.8% | +16.2% | -73.9% | -60.2% |
| 3Y | -17.4% | +96.0% | -113.4% | -36.2% |
| 5Y | +5.4% | +1.7% | +3.7% | -2.1% |
| 10Y | +106.2% | +79.9% | +26.4% | +48.0% |
| All | +935.7% | +1,848.2% | -912.5% | +305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling