+14.4%
BX vs TEM
+53.2%
-38.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.7% | +1.0% | -3.1% |
| 7D | -5.7% | -1.1% | -4.6% | -5.5% |
| 30D | -8.9% | +11.3% | -20.2% | -10.6% |
| 3M | +8.4% | +25.5% | -17.1% | +4.2% |
| 6M | +18.9% | +17.1% | +1.8% | +14.7% |
| YTD | -13.6% | +3.8% | -17.4% | -15.7% |
| 1Y | -22.4% | -24.4% | +1.9% | -22.2% |
| All | +14.4% | +53.2% | -38.8% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling