-26.8%
BX vs TFC
+16.0%
-42.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.1% |
| 7D | -8.9% | -2.5% | -6.4% | -7.5% |
| 30D | -14.8% | -2.8% | -12.0% | -13.4% |
| 3M | +6.9% | +2.1% | +4.8% | +4.7% |
| 6M | +16.3% | +10.1% | +6.2% | +8.1% |
| YTD | -16.1% | +5.4% | -21.5% | -20.2% |
| 1Y | -26.8% | +16.3% | -43.1% | -35.0% |
| All | -26.8% | +16.0% | -42.8% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling