+81.0%
BSX vs TTMI
+1,127.6%
-1,046.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.6% | -0.8% |
| 7D | -10.1% | +0.7% | -10.8% | -10.2% |
| 30D | -16.4% | -8.4% | -8.0% | -15.6% |
| 3M | -8.9% | -32.5% | +23.6% | -4.8% |
| 6M | -38.3% | +32.5% | -70.8% | -43.8% |
| YTD | -54.9% | +83.2% | -138.2% | -61.8% |
| 1Y | -58.8% | +161.7% | -220.5% | -68.2% |
| 3Y | -21.2% | +890.1% | -911.4% | -56.9% |
| 5Y | -3.3% | +832.4% | -835.8% | -48.5% |
| All | +81.0% | +1,127.6% | -1,046.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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