+24.5%
BX vs TNA
+101.9%
-77.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.1% |
| 7D | -5.6% | -7.3% | +1.7% | -2.8% |
| 30D | -12.2% | -14.2% | +1.9% | -7.0% |
| 3M | +7.4% | -4.6% | +12.0% | +8.8% |
| 6M | +22.2% | +36.9% | -14.8% | +5.8% |
| YTD | -14.0% | +42.5% | -56.6% | -27.1% |
| 1Y | -27.3% | +45.8% | -73.1% | -39.9% |
| 3Y | +24.5% | +104.7% | -80.1% | -21.5% |
| All | +24.5% | +101.9% | -77.3% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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