-8.5%
BX vs TEM
-11.1%
+2.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.8% | +9.1% | +6.7% |
| 7D | +8.3% | -1.3% | +9.6% | +8.4% |
| 30D | +13.5% | -9.5% | +23.0% | +14.8% |
| 3M | -7.6% | +60.7% | -68.3% | -17.6% |
| 6M | +4.0% | +35.5% | -31.4% | -4.7% |
| YTD | -15.2% | +28.0% | -43.2% | -22.9% |
| 1Y | -8.5% | -10.5% | +2.0% | -12.4% |
| All | -8.5% | -11.1% | +2.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling