+7.7%
BSX vs TSLL
-49.5%
+57.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.4% | -2.2% |
| 7D | -1.0% | +33.0% | -33.9% | -2.0% |
| 30D | +2.1% | +7.7% | -5.6% | +1.6% |
| 3M | -14.0% | +34.7% | -48.8% | -15.3% |
| 6M | -18.3% | -31.5% | +13.2% | -18.0% |
| YTD | -53.6% | -42.4% | -11.3% | -53.3% |
| 1Y | -57.6% | -39.7% | -17.9% | -57.4% |
| 3Y | -14.3% | +3.4% | -17.7% | -20.9% |
| All | +7.7% | -49.5% | +57.2% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling