+194.1%
BX vs TE
-48.3%
+242.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.0% | -11.6% | -2.7% |
| 7D | -2.0% | +18.2% | -20.2% | -3.9% |
| 30D | -2.3% | -13.5% | +11.2% | -1.2% |
| 3M | +18.5% | -44.6% | +63.1% | +24.2% |
| 6M | +23.7% | -24.7% | +48.4% | +21.5% |
| YTD | -10.4% | -24.3% | +13.9% | -13.2% |
| 1Y | -19.6% | +155.6% | -175.1% | -36.4% |
| 3Y | +30.8% | -18.3% | +49.1% | +10.6% |
| 5Y | +24.3% | -41.3% | +65.6% | +9.5% |
| All | +194.1% | -48.3% | +242.4% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling