+9.6%
BSX vs TSLL
-54.0%
+63.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.9% | -13.8% | -6.2% |
| 7D | -6.4% | +5.8% | -12.2% | -6.7% |
| 30D | -8.8% | +21.7% | -30.5% | -9.6% |
| 3M | -7.6% | -28.2% | +20.6% | -7.2% |
| 6M | -37.0% | -29.5% | -7.5% | -36.9% |
| YTD | -52.8% | -47.5% | -5.3% | -52.2% |
| 1Y | -58.4% | -20.8% | -37.6% | -59.0% |
| 3Y | -16.5% | -26.7% | +10.2% | -21.9% |
| All | +9.6% | -54.0% | +63.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TSLL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling