+113.3%
BSX vs TMF
-82.1%
+195.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.2% |
| 7D | +3.7% | -9.3% | +13.0% | +3.1% |
| 30D | +3.1% | +1.9% | +1.2% | +3.3% |
| 3M | -14.2% | -11.2% | -3.0% | -14.9% |
| 6M | -16.4% | -17.7% | +1.3% | -17.4% |
| YTD | -53.5% | -24.5% | -29.0% | -54.3% |
| 1Y | -57.8% | -29.4% | -28.3% | -58.7% |
| 3Y | -17.4% | -33.4% | +16.0% | -18.5% |
| 5Y | +5.4% | -88.7% | +94.1% | -16.7% |
| All | +113.3% | -82.1% | +195.4% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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