+18.4%
BX vs TE
-48.1%
+66.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | -5.6% | +0.2% | -5.8% | -5.7% |
| 30D | -12.2% | -5.9% | -6.3% | -11.9% |
| 3M | +7.4% | -45.6% | +53.0% | +13.2% |
| 6M | +22.2% | -43.4% | +65.5% | +24.4% |
| YTD | -14.0% | -31.0% | +17.0% | -16.1% |
| 1Y | -27.3% | +145.2% | -172.5% | -43.2% |
| 3Y | +24.5% | -24.1% | +48.6% | +7.3% |
| All | +18.4% | -48.1% | +66.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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