+866.0%
BX vs TECH
+516.5%
+349.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +7.3% | +0.3% | +7.0% | +7.1% |
| 3M | -16.3% | +1.0% | -17.3% | -16.7% |
| 6M | +2.5% | +54.0% | -51.5% | -20.5% |
| YTD | -17.6% | +24.3% | -41.9% | -30.2% |
| 1Y | -12.4% | +23.7% | -36.1% | -25.9% |
| 3Y | +36.2% | +28.5% | +7.7% | +3.3% |
| 5Y | +3.0% | -41.2% | +44.2% | +23.3% |
| 10Y | +680.0% | +189.2% | +490.8% | +196.3% |
| All | +866.0% | +516.5% | +349.5% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling