+932.4%
BSX vs TT
+11,516.8%
-10,584.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.0% | +8.1% | -9.0% | -3.7% |
| 30D | +2.1% | -11.3% | +13.3% | +6.2% |
| 3M | -14.0% | -11.2% | -2.9% | -10.8% |
| 6M | -18.3% | -8.9% | -9.4% | -16.6% |
| YTD | -53.6% | +9.7% | -63.4% | -56.3% |
| 1Y | -57.6% | +1.3% | -58.8% | -58.8% |
| 3Y | -14.3% | +93.4% | -107.6% | -35.8% |
| 5Y | +5.1% | +133.5% | -128.5% | -28.1% |
| 10Y | +105.6% | +739.9% | -634.3% | -12.7% |
| All | +932.4% | +11,516.8% | -10,584.4% | +82.7% |
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