+950.6%
BX vs TFC
+154.3%
+796.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.4% |
| 7D | -2.0% | +2.2% | -4.2% | -3.2% |
| 30D | -2.3% | -2.5% | +0.2% | -1.1% |
| 3M | +18.5% | +4.5% | +14.0% | +15.1% |
| 6M | +23.7% | +11.0% | +12.8% | +16.1% |
| YTD | -10.4% | +5.9% | -16.3% | -13.7% |
| 1Y | -19.6% | +14.6% | -34.1% | -26.0% |
| 3Y | +30.8% | +96.7% | -65.9% | -11.0% |
| 5Y | +24.3% | +15.6% | +8.8% | +11.2% |
| 10Y | +679.5% | +98.6% | +580.9% | +363.6% |
| All | +950.6% | +154.3% | +796.3% | +391.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TFC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling