+60.8%
BX vs TLN
+589.3%
-528.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.3% |
| 7D | -5.7% | +5.8% | -11.5% | -6.7% |
| 30D | -8.9% | -6.9% | -2.0% | -7.8% |
| 3M | +8.4% | -10.9% | +19.3% | +9.9% |
| 6M | +18.9% | -4.6% | +23.5% | +18.1% |
| YTD | -13.6% | -14.7% | +1.1% | -12.8% |
| 1Y | -22.4% | -17.9% | -4.5% | -21.6% |
| 3Y | +26.0% | +483.9% | -457.9% | -13.4% |
| All | +60.8% | +589.3% | -528.6% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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