-14.5%
BX vs TMF
-29.9%
+15.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -0.9% |
| 7D | -1.1% | -8.2% | +7.1% | +2.6% |
| 30D | +8.8% | +5.3% | +3.5% | +7.0% |
| 3M | -18.3% | -8.5% | -9.8% | -15.5% |
| 6M | -1.5% | -17.2% | +15.7% | +3.7% |
| YTD | -19.9% | -23.4% | +3.5% | -15.0% |
| 1Y | -14.5% | -30.2% | +15.7% | -6.7% |
| All | -14.5% | -29.9% | +15.4% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling