+846.1%
BX vs TPR
+331.7%
+514.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.2% |
| 7D | +1.8% | +14.2% | -12.4% | -4.3% |
| 30D | +7.9% | +17.1% | -9.2% | +0.1% |
| 3M | -9.6% | -17.7% | +8.1% | -3.1% |
| 6M | -2.3% | -10.2% | +7.9% | -0.2% |
| YTD | -19.3% | +4.9% | -24.2% | -24.1% |
| 1Y | -13.2% | +36.1% | -49.4% | -27.9% |
| 3Y | +33.8% | +416.5% | -382.7% | -43.1% |
| 5Y | 0.0% | +254.8% | -254.8% | -50.5% |
| 10Y | +685.4% | +391.7% | +293.6% | +166.5% |
| All | +846.1% | +331.7% | +514.4% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling