+912.2%
BX vs TEL
+707.4%
+204.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -5.7% | +1.2% | -6.9% | -6.5% |
| 30D | -8.9% | -4.1% | -4.8% | -6.6% |
| 3M | +8.4% | -2.6% | +11.0% | +9.5% |
| 6M | +18.9% | 0.0% | +18.9% | +16.1% |
| YTD | -13.6% | -9.1% | -4.6% | -10.6% |
| 1Y | -22.4% | -0.8% | -21.6% | -25.2% |
| 3Y | +26.0% | +67.4% | -41.4% | -16.6% |
| 5Y | +18.8% | +51.8% | -33.0% | -14.4% |
| 10Y | +668.7% | +299.4% | +369.3% | +172.2% |
| All | +912.2% | +707.4% | +204.8% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling