-1.2%
BSX vs TMF
-87.6%
+86.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | -6.4% | +1.0% | -7.4% | -6.5% |
| 30D | -8.8% | -1.8% | -6.9% | -8.7% |
| 3M | -7.6% | -8.2% | +0.6% | -7.4% |
| 6M | -37.0% | -19.5% | -17.5% | -36.6% |
| YTD | -52.8% | -16.0% | -36.9% | -52.6% |
| 1Y | -58.4% | -22.5% | -35.9% | -58.1% |
| 3Y | -16.5% | -42.3% | +25.8% | -16.1% |
| 5Y | -1.2% | -87.7% | +86.5% | -5.6% |
| All | -1.2% | -87.6% | +86.5% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling