+66.9%
BX vs TLN
+602.5%
-535.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.1% |
| 7D | -2.0% | +10.9% | -12.9% | -4.0% |
| 30D | -2.3% | -6.3% | +4.0% | -1.3% |
| 3M | +18.5% | -10.7% | +29.2% | +20.1% |
| 6M | +23.7% | +1.6% | +22.1% | +21.3% |
| YTD | -10.4% | -13.1% | +2.7% | -9.8% |
| 1Y | -19.6% | -15.1% | -4.5% | -19.2% |
| 3Y | +30.8% | +495.0% | -464.2% | -10.5% |
| All | +66.9% | +602.5% | -535.6% | +13.9% |
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