+18.8%
BX vs TFC
+14.8%
+4.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.1% |
| 7D | -5.7% | -1.3% | -4.4% | -4.8% |
| 30D | -8.9% | -2.3% | -6.5% | -7.6% |
| 3M | +8.4% | +2.5% | +5.9% | +6.0% |
| 6M | +18.9% | +9.5% | +9.4% | +11.0% |
| YTD | -13.6% | +5.1% | -18.7% | -17.2% |
| 1Y | -22.4% | +15.5% | -37.9% | -30.4% |
| 3Y | +26.0% | +95.2% | -69.1% | -19.6% |
| 5Y | +18.8% | +14.5% | +4.3% | +11.2% |
| All | +18.8% | +14.8% | +4.0% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling