+950.6%
BX vs TCOM
+328.2%
+622.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -2.0% | -7.6% | +5.7% | +0.2% |
| 30D | -2.3% | -12.2% | +9.9% | +1.2% |
| 3M | +18.5% | -14.2% | +32.7% | +22.9% |
| 6M | +23.7% | -25.0% | +48.7% | +33.2% |
| YTD | -10.4% | -43.7% | +33.3% | +3.7% |
| 1Y | -19.6% | -44.5% | +25.0% | -6.8% |
| 3Y | +30.8% | +13.4% | +17.4% | +17.0% |
| 5Y | +24.3% | +26.5% | -2.1% | -0.5% |
| 10Y | +679.5% | -10.3% | +689.7% | +531.9% |
| All | +950.6% | +328.2% | +622.5% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling