-58.8%
BSX vs TSEM
+212.9%
-271.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.3% |
| 7D | -10.1% | -4.9% | -5.2% | -10.0% |
| 30D | -16.4% | -18.7% | +2.3% | -16.3% |
| 3M | -8.9% | -18.1% | +9.2% | -9.1% |
| 6M | -38.3% | +77.1% | -115.4% | -43.1% |
| YTD | -54.9% | +80.1% | -135.1% | -57.7% |
| 1Y | -58.8% | +220.4% | -279.2% | -60.7% |
| All | -58.8% | +212.9% | -271.8% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling