+668.7%
BX vs TAP
-51.4%
+720.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.7% | -3.3% |
| 7D | -5.7% | -5.1% | -0.6% | -4.0% |
| 30D | -8.9% | -8.4% | -0.4% | -6.3% |
| 3M | +8.4% | -3.9% | +12.3% | +9.4% |
| 6M | +18.9% | -14.4% | +33.3% | +24.4% |
| YTD | -13.6% | -14.7% | +1.1% | -10.0% |
| 1Y | -22.4% | -18.7% | -3.8% | -18.1% |
| 3Y | +26.0% | -32.6% | +58.7% | +40.5% |
| 5Y | +18.8% | -1.4% | +20.2% | +13.1% |
| 10Y | +668.7% | -50.4% | +719.1% | +657.7% |
| All | +668.7% | -51.4% | +720.1% | +657.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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