+950.6%
BX vs TAP
+37.1%
+913.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +0.4% |
| 7D | -2.0% | -2.3% | +0.3% | -0.9% |
| 30D | -2.3% | -9.4% | +7.1% | +2.1% |
| 3M | +18.5% | -0.8% | +19.3% | +18.1% |
| 6M | +23.7% | -14.7% | +38.5% | +31.9% |
| YTD | -10.4% | -13.9% | +3.6% | -5.6% |
| 1Y | -19.6% | -18.6% | -0.9% | -13.5% |
| 3Y | +30.8% | -32.0% | +62.8% | +50.3% |
| 5Y | +24.3% | -1.0% | +25.3% | +14.2% |
| 10Y | +679.5% | -51.4% | +730.8% | +868.0% |
| All | +950.6% | +37.1% | +913.5% | +418.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling