-10.3%
BSX vs TSLL
-30.6%
+20.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -11.8% | +13.7% | +2.2% |
| 7D | +2.0% | +1.9% | +0.2% | +1.9% |
| 30D | +0.1% | +17.8% | -17.6% | -0.6% |
| 3M | -2.1% | -37.0% | +34.9% | -1.2% |
| 6M | -33.8% | -37.7% | +3.9% | -33.4% |
| YTD | -49.9% | -51.4% | +1.5% | -49.1% |
| 1Y | -55.4% | -23.4% | -32.1% | -56.1% |
| All | -10.3% | -30.6% | +20.3% | -15.7% |
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