+428.2%
BSX vs TMF
-68.9%
+497.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.9% |
| 7D | +2.0% | -1.4% | +3.5% | +1.9% |
| 30D | +0.1% | -2.8% | +3.0% | -0.2% |
| 3M | -2.1% | -10.9% | +8.8% | -3.3% |
| 6M | -33.8% | -21.3% | -12.5% | -35.4% |
| YTD | -49.9% | -15.9% | -34.0% | -50.7% |
| 1Y | -55.4% | -15.7% | -39.7% | -56.2% |
| 3Y | -10.9% | -43.4% | +32.5% | -14.9% |
| 5Y | +6.4% | -87.8% | +94.2% | -17.4% |
| 10Y | +97.0% | -86.7% | +183.8% | +66.3% |
| All | +428.2% | -68.9% | +497.0% | +465.4% |
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