+109.9%
BSX vs TT
+748.9%
-639.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -1.5% | +3.5% | -5.0% | -2.9% |
| 30D | +2.9% | -11.0% | +14.0% | +7.6% |
| 3M | -11.8% | -12.0% | +0.2% | -7.7% |
| 6M | -15.4% | -10.4% | -5.0% | -12.9% |
| YTD | -52.7% | +9.9% | -62.6% | -56.1% |
| 1Y | -56.0% | +1.5% | -57.4% | -57.7% |
| 3Y | -12.5% | +93.7% | -106.2% | -41.0% |
| 5Y | +7.6% | +139.2% | -131.7% | -37.5% |
| 10Y | +109.9% | +741.5% | -631.6% | -40.2% |
| All | +109.9% | +748.9% | -639.0% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling