+33.8%
BX vs TMF
-25.3%
+59.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.8% | +1.2% | +0.6% | +1.6% |
| 30D | +7.9% | +19.7% | -11.9% | +4.3% |
| 3M | -9.6% | -2.1% | -7.5% | -9.3% |
| 6M | -2.3% | -13.4% | +11.2% | -0.1% |
| YTD | -19.3% | -16.7% | -2.5% | -17.2% |
| 1Y | -13.2% | -23.3% | +10.1% | -9.9% |
| 3Y | +33.8% | -24.8% | +58.6% | +34.0% |
| All | +33.8% | -25.3% | +59.1% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling