+680.0%
BX vs TAP
-47.8%
+727.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -2.8% | -8.0% | +5.2% | 0.0% |
| 30D | +7.3% | +4.1% | +3.2% | +5.8% |
| 3M | -16.3% | -4.4% | -12.0% | -15.2% |
| 6M | +2.5% | -1.9% | +4.4% | +2.5% |
| YTD | -17.6% | -12.1% | -5.5% | -15.1% |
| 1Y | -12.4% | -12.0% | -0.3% | -10.0% |
| 3Y | +36.2% | -25.0% | +61.2% | +46.0% |
| 5Y | +3.0% | -1.1% | +4.1% | -2.0% |
| 10Y | +680.0% | -47.6% | +727.6% | +676.9% |
| All | +680.0% | -47.8% | +727.8% | +676.9% |
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