+23.3%
BX vs TPR
+236.0%
-212.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | +0.1% |
| 7D | -2.0% | -3.4% | +1.4% | -0.5% |
| 30D | -2.3% | -27.3% | +25.0% | +11.5% |
| 3M | +18.5% | -16.2% | +34.8% | +26.1% |
| 6M | +23.7% | -17.9% | +41.6% | +31.4% |
| YTD | -10.4% | -7.1% | -3.2% | -11.2% |
| 1Y | -19.6% | +13.6% | -33.2% | -28.8% |
| 3Y | +30.8% | +293.7% | -263.0% | -45.9% |
| All | +23.3% | +236.0% | -212.7% | -46.0% |
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