-21.0%
BSX vs TSLQ
-95.5%
+74.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -4.0% |
| 7D | -8.2% | +5.7% | -13.9% | -8.0% |
| 30D | -15.8% | -21.1% | +5.3% | -16.4% |
| 3M | -10.8% | -11.5% | +0.7% | -10.9% |
| 6M | -38.4% | -14.9% | -23.5% | -38.3% |
| YTD | -54.8% | +2.4% | -57.2% | -54.2% |
| 1Y | -59.0% | -49.8% | -9.3% | -59.8% |
| All | -21.0% | -95.5% | +74.5% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling