+54.1%
BX vs TLN
+678.8%
-624.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +3.7% | +1.1% | +2.6% | +3.3% |
| 30D | +8.2% | -4.6% | +12.8% | +8.7% |
| 3M | -12.7% | +5.2% | -17.9% | -14.4% |
| 6M | +1.0% | -6.5% | +7.5% | +0.4% |
| YTD | -17.2% | -3.6% | -13.6% | -19.0% |
| 1Y | -11.6% | -8.2% | -3.3% | -12.9% |
| 3Y | +36.8% | +559.7% | -522.9% | -8.9% |
| All | +54.1% | +678.8% | -624.8% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling