+36.9%
BX vs TPR
+308.4%
-271.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | -2.3% | -2.1% | -3.7% |
| 30D | +0.1% | -23.0% | +23.1% | +8.1% |
| 3M | +16.0% | -12.5% | +28.5% | +19.5% |
| 6M | +21.6% | -21.4% | +43.0% | +29.3% |
| YTD | -8.9% | -3.5% | -5.4% | -10.7% |
| 1Y | -16.6% | +17.4% | -34.0% | -24.9% |
| All | +36.9% | +308.4% | -271.5% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling