+16.0%
BX vs TCOM
+21.5%
-5.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.6% |
| 7D | -8.9% | -6.5% | -2.4% | -7.6% |
| 30D | -14.8% | -16.2% | +1.4% | -11.5% |
| 3M | +6.9% | -19.3% | +26.3% | +11.5% |
| 6M | +16.3% | -27.2% | +43.5% | +24.0% |
| YTD | -16.1% | -46.2% | +30.1% | -5.2% |
| 1Y | -26.8% | -46.6% | +19.8% | -17.3% |
| 3Y | +22.4% | +8.4% | +14.1% | +12.1% |
| 5Y | +16.0% | +25.8% | -9.8% | -6.9% |
| All | +16.0% | +21.5% | -5.5% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling