-12.0%
BX vs TPR
+30.6%
-42.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -2.8% | +6.4% | -9.2% | -4.0% |
| 30D | +7.3% | +13.8% | -6.4% | +4.6% |
| 3M | -16.3% | -16.6% | +0.3% | -14.2% |
| 6M | +2.5% | +0.7% | +1.8% | 0.0% |
| YTD | -17.6% | +5.3% | -22.9% | -18.4% |
| All | -12.0% | +30.6% | -42.6% | -17.3% |
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