+91.2%
BSX vs TMF
-86.2%
+177.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | -0.1% |
| 7D | -7.0% | -0.9% | -6.2% | -7.1% |
| 30D | -10.9% | -1.0% | -9.9% | -11.0% |
| 3M | -8.2% | -11.3% | +3.1% | -8.8% |
| 6M | -37.5% | -22.7% | -14.8% | -38.4% |
| YTD | -52.8% | -17.3% | -35.5% | -53.3% |
| 1Y | -58.4% | -22.5% | -35.9% | -59.0% |
| 3Y | -16.5% | -43.2% | +26.7% | -18.9% |
| 5Y | -1.0% | -88.3% | +87.3% | -20.9% |
| 10Y | +91.2% | -86.0% | +177.3% | +66.7% |
| All | +91.2% | -86.2% | +177.4% | +66.7% |
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