+8.9%
BSX vs TSLL
-53.8%
+62.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.5% |
| 7D | +2.8% | -11.0% | +13.8% | +3.0% |
| 30D | +4.6% | -5.3% | +9.9% | +4.6% |
| 3M | -11.4% | +20.8% | -32.2% | -12.4% |
| 6M | -17.1% | -36.0% | +18.9% | -16.7% |
| YTD | -53.1% | -47.3% | -5.8% | -52.7% |
| 1Y | -55.7% | -48.4% | -7.3% | -55.3% |
| 3Y | -13.3% | -5.4% | -7.9% | -19.8% |
| All | +8.9% | -53.8% | +62.7% | +8.8% |
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 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