+661.1%
BX vs TEL
+316.2%
+344.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | -0.1% |
| 7D | -5.6% | +1.6% | -7.2% | -6.7% |
| 30D | -12.2% | -0.7% | -11.6% | -12.2% |
| 3M | +7.4% | +2.4% | +5.0% | +4.7% |
| 6M | +22.2% | +4.1% | +18.0% | +15.6% |
| YTD | -14.0% | -5.8% | -8.2% | -13.2% |
| 1Y | -27.3% | +0.9% | -28.2% | -31.1% |
| 3Y | +24.5% | +72.6% | -48.1% | -22.8% |
| 5Y | +18.9% | +57.5% | -38.7% | -20.5% |
| All | +661.1% | +316.2% | +344.9% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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