+661.1%
BX vs TCOM
-9.8%
+670.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.3% |
| 7D | -5.6% | -4.9% | -0.7% | -4.4% |
| 30D | -12.2% | -14.4% | +2.2% | -8.9% |
| 3M | +7.4% | -17.7% | +25.1% | +12.0% |
| 6M | +22.2% | -25.1% | +47.3% | +30.4% |
| YTD | -14.0% | -45.7% | +31.7% | -1.5% |
| 1Y | -27.3% | -47.9% | +20.6% | -16.0% |
| 3Y | +24.5% | +8.9% | +15.6% | +13.3% |
| 5Y | +18.9% | +26.9% | -8.0% | -3.6% |
| All | +661.1% | -9.8% | +670.9% | +482.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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