+635.8%
BX vs TMF
-82.1%
+717.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.4% |
| 7D | +0.6% | -9.3% | +9.8% | +0.5% |
| 30D | +14.2% | +1.9% | +12.3% | +14.3% |
| 3M | -18.7% | -11.2% | -7.5% | -18.9% |
| 6M | +2.5% | -17.7% | +20.2% | +2.1% |
| YTD | -18.8% | -24.5% | +5.6% | -19.3% |
| 1Y | -10.3% | -29.4% | +19.1% | -11.0% |
| 3Y | +35.4% | -33.4% | +68.8% | +35.0% |
| 5Y | +0.3% | -88.7% | +89.0% | -22.1% |
| All | +635.8% | -82.1% | +717.9% | +560.9% |
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