-58.8%
BSX vs TSLQ
-49.6%
-9.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -10.1% | -6.6% | -3.5% | -10.0% |
| 30D | -16.4% | -24.3% | +7.9% | -16.2% |
| 3M | -8.9% | -3.6% | -5.3% | -9.5% |
| 6M | -38.3% | -12.0% | -26.3% | -39.0% |
| YTD | -54.9% | +1.4% | -56.3% | -55.5% |
| 1Y | -58.8% | -43.6% | -15.3% | -58.4% |
| All | -58.8% | -49.6% | -9.2% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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