+967.7%
BX vs TFC
+159.8%
+807.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.4% | +2.4% | -6.8% | -5.7% |
| 30D | +0.1% | -1.3% | +1.4% | +0.7% |
| 3M | +16.0% | +6.1% | +10.0% | +11.8% |
| 6M | +21.6% | +7.3% | +14.3% | +16.3% |
| YTD | -8.9% | +8.2% | -17.1% | -13.4% |
| 1Y | -16.6% | +14.4% | -31.0% | -23.3% |
| 3Y | +43.3% | +93.7% | -50.4% | -1.8% |
| 5Y | +25.7% | +16.4% | +9.3% | +11.9% |
| 10Y | +689.5% | +101.6% | +587.9% | +365.7% |
| All | +967.7% | +159.8% | +807.9% | +393.7% |
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