+386.4%
BSX vs TMF
-69.2%
+455.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -0.7% | +0.6% | -1.3% | -0.6% |
| 30D | +3.0% | +16.3% | -13.3% | +4.7% |
| 3M | -10.7% | -2.7% | -8.0% | -11.0% |
| 6M | -18.4% | -13.2% | -5.2% | -19.6% |
| YTD | -53.8% | -16.7% | -37.2% | -54.7% |
| 1Y | -56.0% | -22.7% | -33.3% | -57.2% |
| 3Y | -14.4% | -26.1% | +11.7% | -15.6% |
| 5Y | +2.9% | -88.4% | +91.3% | -21.1% |
| 10Y | +101.6% | -81.8% | +183.4% | +79.2% |
| All | +386.4% | -69.2% | +455.6% | +420.1% |
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