+866.0%
BX vs TFC
+152.9%
+713.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.8% | -1.2% | -1.6% | -2.1% |
| 30D | +7.3% | +7.8% | -0.4% | +3.1% |
| 3M | -16.3% | -3.0% | -13.3% | -14.8% |
| 6M | +2.5% | +5.8% | -3.3% | -0.8% |
| YTD | -17.6% | +5.3% | -22.9% | -20.2% |
| 1Y | -12.4% | +15.7% | -28.0% | -19.6% |
| 3Y | +36.2% | +94.8% | -58.6% | -6.3% |
| 5Y | +3.0% | 0.0% | +3.0% | 0.0% |
| 10Y | +680.0% | +79.0% | +601.0% | +394.1% |
| All | +866.0% | +152.9% | +713.1% | +354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling