+399.8%
BSX vs TTMI
+522.4%
-122.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.0% | -8.9% | -6.3% |
| 7D | -6.4% | +12.2% | -18.6% | -7.9% |
| 30D | -8.8% | -5.7% | -3.1% | -8.4% |
| 3M | -7.6% | -27.5% | +19.8% | -5.3% |
| 6M | -37.0% | +47.1% | -84.1% | -41.9% |
| YTD | -52.8% | +87.5% | -140.3% | -58.2% |
| 1Y | -58.4% | +175.2% | -233.6% | -65.5% |
| 3Y | -16.5% | +901.9% | -918.4% | -43.3% |
| 5Y | -1.2% | +843.5% | -844.6% | -33.6% |
| 10Y | +83.7% | +1,077.0% | -993.2% | +16.5% |
| All | +399.8% | +522.4% | -122.7% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling