+635.8%
BX vs TECH
+187.9%
+447.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.6% | +0.1% | +0.4% | +0.5% |
| 30D | +14.2% | +0.5% | +13.7% | +14.0% |
| 3M | -18.7% | +1.1% | -19.8% | -19.1% |
| 6M | +2.5% | +62.8% | -60.4% | -19.3% |
| YTD | -18.8% | +24.5% | -43.3% | -29.1% |
| 1Y | -10.3% | +20.6% | -31.0% | -20.8% |
| 3Y | +35.4% | +29.5% | +5.9% | +7.3% |
| 5Y | +0.3% | -40.9% | +41.2% | +16.8% |
| All | +635.8% | +187.9% | +447.9% | +315.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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