+1,016.5%
BSX vs TT
+12,170.1%
-11,153.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +0.1% | -7.2% | +7.3% | +2.8% |
| 3M | -2.1% | -3.0% | +0.8% | -1.8% |
| 6M | -33.8% | +1.4% | -35.2% | -34.9% |
| YTD | -49.9% | +15.9% | -65.8% | -53.4% |
| 1Y | -55.4% | +9.4% | -64.9% | -57.9% |
| 3Y | -10.9% | +124.4% | -135.2% | -36.8% |
| 5Y | +6.4% | +138.0% | -131.6% | -27.4% |
| 10Y | +97.0% | +886.4% | -789.4% | -20.6% |
| All | +1,016.5% | +12,170.1% | -11,153.6% | +94.7% |
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