+851.5%
BX vs TFC
+154.0%
+697.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.7% |
| 7D | +0.6% | +2.3% | -1.7% | -0.7% |
| 30D | +14.2% | +10.8% | +3.4% | +8.0% |
| 3M | -18.7% | -3.8% | -15.0% | -16.9% |
| 6M | +2.5% | +9.6% | -7.1% | -2.8% |
| YTD | -18.8% | +5.8% | -24.6% | -21.6% |
| 1Y | -10.3% | +16.2% | -26.5% | -17.9% |
| 3Y | +35.4% | +96.0% | -60.6% | -7.1% |
| 5Y | +0.3% | +1.7% | -1.4% | -3.5% |
| 10Y | +668.4% | +79.9% | +588.5% | +385.5% |
| All | +851.5% | +154.0% | +697.5% | +346.8% |
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