+330.4%
TSM vs BSX
-17.1%
+347.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +6.2% | +3.7% | +2.5% | +5.7% |
| 30D | -7.3% | +3.1% | -10.4% | -7.8% |
| 3M | -7.1% | -14.2% | +7.1% | -4.8% |
| 6M | +0.2% | -16.4% | +16.7% | +3.2% |
| YTD | +32.2% | -53.5% | +85.7% | +62.5% |
| 1Y | +42.8% | -57.8% | +100.6% | +83.7% |
| 3Y | +330.4% | -17.4% | +347.8% | +341.3% |
| All | +330.4% | -17.1% | +347.5% | +341.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling