+18.4%
BX vs TDY
+39.0%
-20.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +1.6% |
| 7D | -5.6% | -1.1% | -4.5% | -4.8% |
| 30D | -12.2% | -12.0% | -0.2% | -3.7% |
| 3M | +7.4% | -3.2% | +10.6% | +9.4% |
| 6M | +22.2% | -7.9% | +30.0% | +28.4% |
| YTD | -14.0% | +18.2% | -32.2% | -27.2% |
| 1Y | -27.3% | +6.7% | -33.9% | -33.2% |
| 3Y | +24.5% | +47.5% | -23.0% | -14.2% |
| All | +18.4% | +39.0% | -20.6% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling