+393.9%
BSX vs TMF
-70.3%
+464.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +1.1% |
| 7D | +2.8% | -1.1% | +3.8% | +2.6% |
| 30D | +4.6% | +11.8% | -7.2% | +5.9% |
| 3M | -11.4% | -4.0% | -7.4% | -11.8% |
| 6M | -17.1% | -16.5% | -0.6% | -18.7% |
| YTD | -53.1% | -19.9% | -33.2% | -54.2% |
| 1Y | -55.7% | -25.6% | -30.1% | -57.1% |
| 3Y | -13.3% | -29.9% | +16.6% | -15.1% |
| 5Y | +5.3% | -88.2% | +93.5% | -18.8% |
| 10Y | +104.3% | -81.7% | +186.0% | +82.2% |
| All | +393.9% | -70.3% | +464.3% | +425.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling