+883.5%
BX vs TDY
+1,200.4%
-316.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -3.0% |
| 7D | -8.9% | -1.9% | -7.0% | -7.7% |
| 30D | -14.8% | -12.5% | -2.3% | -7.1% |
| 3M | +6.9% | -0.8% | +7.7% | +7.0% |
| 6M | +16.3% | -9.0% | +25.3% | +22.5% |
| YTD | -16.1% | +16.8% | -32.9% | -25.9% |
| 1Y | -26.8% | +9.5% | -36.2% | -32.7% |
| 3Y | +22.4% | +45.4% | -23.0% | -7.3% |
| 5Y | +16.0% | +37.8% | -21.8% | -8.5% |
| 10Y | +646.9% | +470.2% | +176.7% | +107.9% |
| All | +883.5% | +1,200.4% | -316.9% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling