-8.5%
BX vs TPR
+20.9%
-29.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +5.6% |
| 7D | +8.3% | +12.6% | -4.4% | +6.0% |
| 30D | +13.5% | +7.1% | +6.4% | +12.1% |
| 3M | -7.6% | -19.4% | +11.7% | -5.0% |
| 6M | +4.0% | -9.7% | +13.8% | +3.8% |
| YTD | -15.2% | -1.0% | -14.2% | -15.1% |
| 1Y | -8.5% | +19.3% | -27.8% | -11.5% |
| All | -8.5% | +20.9% | -29.4% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling