+3,223.4%
BX vs TMF
-69.2%
+3,292.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.8% | +1.2% | +0.6% | +2.0% |
| 30D | +7.9% | +19.7% | -11.9% | +10.7% |
| 3M | -9.6% | -2.1% | -7.5% | -10.0% |
| 6M | -2.3% | -13.4% | +11.2% | -4.5% |
| YTD | -19.3% | -16.7% | -2.5% | -21.5% |
| 1Y | -13.2% | -23.3% | +10.1% | -16.7% |
| 3Y | +33.8% | -24.8% | +58.6% | +30.4% |
| 5Y | 0.0% | -88.0% | +88.1% | -34.4% |
| 10Y | +685.4% | -84.7% | +770.1% | +528.9% |
| All | +3,223.4% | -69.2% | +3,292.6% | +4,114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling