+679.5%
BX vs TPR
+305.2%
+374.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.2% |
| 7D | -2.0% | -3.4% | +1.4% | -0.7% |
| 30D | -2.3% | -27.3% | +25.0% | +9.1% |
| 3M | +18.5% | -16.2% | +34.8% | +25.0% |
| 6M | +23.7% | -17.9% | +41.6% | +30.5% |
| YTD | -10.4% | -7.1% | -3.2% | -10.4% |
| 1Y | -19.6% | +13.6% | -33.2% | -26.3% |
| 3Y | +30.8% | +293.7% | -263.0% | -29.2% |
| 5Y | +24.3% | +239.1% | -214.7% | -29.7% |
| 10Y | +679.5% | +311.2% | +368.3% | +238.8% |
| All | +679.5% | +305.2% | +374.2% | +238.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling