+661.1%
BX vs TDY
+479.2%
+181.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +1.7% |
| 7D | -5.6% | -1.1% | -4.5% | -4.9% |
| 30D | -12.2% | -12.0% | -0.2% | -5.1% |
| 3M | +7.4% | -3.2% | +10.6% | +9.2% |
| 6M | +22.2% | -7.9% | +30.0% | +27.4% |
| YTD | -14.0% | +18.2% | -32.2% | -24.1% |
| 1Y | -27.3% | +6.7% | -33.9% | -31.7% |
| 3Y | +24.5% | +47.5% | -23.0% | -4.9% |
| 5Y | +18.9% | +39.5% | -20.6% | -5.8% |
| All | +661.1% | +479.2% | +181.8% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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