+21.5%
BX vs TCOM
+7.1%
+14.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.7% |
| 7D | -8.9% | -6.5% | -2.4% | -8.0% |
| 30D | -14.8% | -16.2% | +1.4% | -12.7% |
| 3M | +6.9% | -19.3% | +26.3% | +9.9% |
| 6M | +16.3% | -27.2% | +43.5% | +21.3% |
| YTD | -16.1% | -46.2% | +30.1% | -9.4% |
| 1Y | -26.8% | -46.6% | +19.8% | -20.9% |
| All | +21.5% | +7.1% | +14.4% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling