+0.4%
BX vs TPR
+253.5%
-253.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.2% |
| 7D | +1.8% | +14.2% | -12.4% | -4.4% |
| 30D | +7.9% | +17.1% | -9.2% | +0.1% |
| 3M | -9.6% | -17.7% | +8.1% | -2.9% |
| 6M | -2.3% | -10.2% | +7.9% | -0.3% |
| YTD | -19.3% | +4.9% | -24.2% | -24.7% |
| 1Y | -13.2% | +36.1% | -49.4% | -29.4% |
| 3Y | +33.8% | +416.5% | -382.7% | -52.5% |
| All | +0.4% | +253.5% | -253.2% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling