+113.3%
BSX vs TT
+725.1%
-611.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | +3.7% | +4.0% | -0.3% | +2.1% |
| 30D | +3.1% | -11.3% | +14.4% | +7.9% |
| 3M | -14.2% | -12.3% | -1.9% | -10.1% |
| 6M | -16.4% | -10.8% | -5.6% | -13.8% |
| YTD | -53.5% | +8.2% | -61.7% | -56.6% |
| 1Y | -57.8% | +1.5% | -59.2% | -59.5% |
| 3Y | -17.4% | +91.5% | -108.9% | -44.1% |
| 5Y | +5.4% | +130.2% | -124.8% | -37.5% |
| All | +113.3% | +725.1% | -611.8% | -37.9% |
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