+27.6%
BX vs TMF
-87.5%
+115.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.4% | -1.4% | -2.9% | -4.2% |
| 30D | +0.1% | -2.8% | +2.9% | +0.5% |
| 3M | +16.0% | -10.9% | +26.9% | +17.7% |
| 6M | +21.6% | -21.3% | +42.9% | +25.3% |
| YTD | -8.9% | -15.9% | +7.0% | -7.0% |
| 1Y | -16.6% | -15.7% | -0.9% | -15.0% |
| 3Y | +43.3% | -43.4% | +86.7% | +49.0% |
| All | +27.6% | -87.5% | +115.1% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling