+625.7%
BX vs TFC
+77.1%
+548.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +8.8% | +8.6% | +0.2% | +4.0% |
| 3M | -18.3% | -4.3% | -13.9% | -16.1% |
| 6M | -1.5% | +5.4% | -7.0% | -4.6% |
| YTD | -19.9% | +4.5% | -24.4% | -22.2% |
| 1Y | -14.5% | +14.0% | -28.5% | -21.0% |
| 3Y | +32.3% | +93.4% | -61.1% | -8.1% |
| 5Y | -1.1% | +0.5% | -1.6% | -4.8% |
| All | +625.7% | +77.1% | +548.7% | +358.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling