-19.0%
BSX vs TSLL
-21.0%
+2.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +8.6% | -12.9% | -4.5% |
| 7D | +1.8% | -21.2% | +23.1% | +2.5% |
| 30D | +2.8% | -13.3% | +16.1% | +3.1% |
| 3M | -13.3% | +15.4% | -28.7% | -14.1% |
| 6M | -23.7% | -34.2% | +10.6% | -23.5% |
| YTD | -55.2% | -52.9% | -2.3% | -54.6% |
| 1Y | -56.8% | -54.3% | -2.5% | -56.3% |
| 3Y | -19.0% | -18.4% | -0.7% | -25.5% |
| All | -19.0% | -21.0% | +2.0% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling