+81.5%
BSX vs TT
+954.8%
-873.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -3.7% |
| 7D | -8.2% | -1.0% | -7.2% | -7.8% |
| 30D | -15.8% | -8.9% | -6.9% | -12.5% |
| 3M | -10.8% | -1.8% | -9.0% | -10.9% |
| 6M | -38.4% | +1.9% | -40.3% | -39.8% |
| YTD | -54.8% | +13.8% | -68.6% | -58.4% |
| 1Y | -59.0% | +6.1% | -65.2% | -61.3% |
| 3Y | -20.0% | +119.6% | -139.6% | -49.1% |
| 5Y | -3.1% | +145.9% | -148.9% | -43.7% |
| All | +81.5% | +954.8% | -873.3% | -49.5% |
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