+11.2%
BX vs TEM
+46.9%
-35.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -2.3% |
| 7D | -8.9% | -9.2% | +0.2% | -7.8% |
| 30D | -14.8% | +5.5% | -20.3% | -15.8% |
| 3M | +6.9% | +18.7% | -11.8% | +3.5% |
| 6M | +16.3% | +15.4% | +0.9% | +12.4% |
| YTD | -16.1% | -0.5% | -15.6% | -17.6% |
| 1Y | -26.8% | -24.8% | -1.9% | -26.4% |
| All | +11.2% | +46.9% | -35.7% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling