+928.2%
BSX vs TT
+11,421.1%
-10,492.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +1.3% |
| 7D | -0.7% | +1.7% | -2.4% | -1.4% |
| 30D | +3.0% | -11.8% | +14.8% | +7.4% |
| 3M | -10.7% | -12.6% | +1.9% | -6.8% |
| 6M | -18.4% | -9.4% | -9.0% | -16.6% |
| YTD | -53.8% | +8.8% | -62.7% | -56.3% |
| 1Y | -56.0% | -2.5% | -53.5% | -56.7% |
| 3Y | -14.4% | +95.7% | -110.1% | -36.2% |
| 5Y | +2.9% | +135.7% | -132.9% | -29.9% |
| 10Y | +101.6% | +750.6% | -649.1% | -14.8% |
| All | +928.2% | +11,421.1% | -10,492.9% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling