+661.1%
BX vs TGT
+207.4%
+453.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -5.6% | -5.2% | -0.4% | -3.7% |
| 30D | -12.2% | +1.2% | -13.4% | -12.7% |
| 3M | +7.4% | +18.4% | -11.0% | +0.3% |
| 6M | +22.2% | +33.4% | -11.3% | +8.5% |
| YTD | -14.0% | +63.8% | -77.8% | -29.7% |
| 1Y | -27.3% | +77.2% | -104.5% | -42.6% |
| 3Y | +24.5% | +41.8% | -17.2% | +1.5% |
| 5Y | +18.9% | -25.5% | +44.4% | +21.1% |
| All | +661.1% | +207.4% | +453.7% | +424.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling