+679.5%
BX vs TMF
-86.8%
+766.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.0% | +1.0% | -3.0% | -1.9% |
| 30D | -2.3% | -1.8% | -0.5% | -2.3% |
| 3M | +18.5% | -8.2% | +26.8% | +18.3% |
| 6M | +23.7% | -19.5% | +43.2% | +23.0% |
| YTD | -10.4% | -16.0% | +5.6% | -10.7% |
| 1Y | -19.6% | -22.5% | +2.9% | -20.1% |
| 3Y | +30.8% | -42.3% | +73.1% | +27.8% |
| 5Y | +24.3% | -87.7% | +112.0% | -2.6% |
| 10Y | +679.5% | -86.5% | +766.0% | +599.3% |
| All | +679.5% | -86.8% | +766.3% | +599.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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