+967.7%
BX vs TPR
+297.0%
+670.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | -2.3% | -2.1% | -3.4% |
| 30D | +0.1% | -23.0% | +23.1% | +11.0% |
| 3M | +16.0% | -12.5% | +28.5% | +21.2% |
| 6M | +21.6% | -21.4% | +43.0% | +32.0% |
| YTD | -8.9% | -3.5% | -5.4% | -10.6% |
| 1Y | -16.6% | +17.4% | -34.0% | -25.9% |
| 3Y | +43.3% | +291.3% | -247.9% | -30.4% |
| 5Y | +25.7% | +241.9% | -216.2% | -36.5% |
| 10Y | +689.5% | +322.7% | +366.8% | +189.4% |
| All | +967.7% | +297.0% | +670.7% | +156.6% |
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