+1,779.8%
TSM vs BSX
+83.9%
+1,695.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +1.0% | -10.1% | +11.1% | +4.8% |
| 30D | +1.0% | -16.4% | +17.4% | +7.4% |
| 3M | +2.9% | -8.9% | +11.8% | +5.3% |
| 6M | +22.8% | -38.3% | +61.1% | +44.9% |
| YTD | +43.3% | -54.9% | +98.2% | +90.4% |
| 1Y | +69.2% | -58.8% | +128.0% | +132.8% |
| 3Y | +404.5% | -21.2% | +425.7% | +417.6% |
| 5Y | +282.2% | -3.3% | +285.5% | +252.4% |
| All | +1,779.8% | +83.9% | +1,695.8% | +1,232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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