+69.6%
BX vs TLN
+583.6%
-514.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.9% |
| 7D | -4.4% | +7.1% | -11.4% | -5.7% |
| 30D | +0.1% | -3.9% | +4.0% | +0.6% |
| 3M | +16.0% | -16.2% | +32.2% | +19.1% |
| 6M | +21.6% | -5.8% | +27.4% | +21.1% |
| YTD | -8.9% | -15.4% | +6.5% | -7.8% |
| 1Y | -16.6% | -16.7% | +0.1% | -16.0% |
| 3Y | +43.3% | +473.8% | -430.4% | -1.3% |
| All | +69.6% | +583.6% | -514.0% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling