+661.1%
BX vs TFC
+98.7%
+562.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | -5.6% | -2.4% | -3.2% | -4.3% |
| 30D | -12.2% | -3.4% | -8.9% | -10.6% |
| 3M | +7.4% | +0.4% | +7.0% | +6.7% |
| 6M | +22.2% | +12.7% | +9.5% | +13.5% |
| YTD | -14.0% | +5.6% | -19.6% | -17.1% |
| 1Y | -27.3% | +16.0% | -43.3% | -33.7% |
| 3Y | +24.5% | +94.0% | -69.4% | -14.1% |
| 5Y | +18.9% | +16.2% | +2.7% | +6.1% |
| All | +661.1% | +98.7% | +562.3% | +373.4% |
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