+5,478.9%
BX vs TNA
+944.8%
+4,534.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.5% | -2.1% |
| 7D | -5.7% | -3.6% | -2.1% | -4.3% |
| 30D | -8.9% | -10.1% | +1.2% | -5.2% |
| 3M | +8.4% | +2.7% | +5.7% | +6.6% |
| 6M | +18.9% | +38.4% | -19.5% | +2.9% |
| YTD | -13.6% | +45.4% | -59.1% | -27.0% |
| 1Y | -22.4% | +55.9% | -78.4% | -37.2% |
| 3Y | +26.0% | +109.8% | -83.8% | -17.2% |
| 5Y | +18.8% | -22.5% | +41.3% | +3.4% |
| 10Y | +668.7% | +87.5% | +581.2% | +230.6% |
| All | +5,478.9% | +944.8% | +4,534.1% | +572.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling