+8.1%
BSX vs TSLL
-51.4%
+59.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.4% |
| 7D | +3.7% | +17.8% | -14.1% | +3.1% |
| 30D | +3.1% | +8.2% | -5.1% | +2.6% |
| 3M | -14.2% | +20.9% | -35.1% | -15.2% |
| 6M | -16.4% | -37.5% | +21.1% | -15.8% |
| YTD | -53.5% | -44.5% | -9.0% | -53.1% |
| 1Y | -57.8% | -33.0% | -24.8% | -57.8% |
| 3Y | -17.4% | -6.4% | -11.1% | -23.6% |
| All | +8.1% | -51.4% | +59.4% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling