-56.8%
BSX vs TSLL
-57.5%
+0.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +8.6% | -12.9% | -4.1% |
| 7D | +1.8% | -21.2% | +23.1% | +1.6% |
| 30D | +2.8% | -13.3% | +16.1% | +2.8% |
| 3M | -13.3% | +15.4% | -28.7% | -13.0% |
| 6M | -23.7% | -34.2% | +10.6% | -24.7% |
| YTD | -55.2% | -52.9% | -2.3% | -55.6% |
| 1Y | -56.8% | -54.3% | -2.5% | -57.3% |
| All | -56.8% | -57.5% | +0.6% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling