+661.1%
BX vs TRI
+196.2%
+464.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.5% |
| 7D | -5.6% | -7.9% | +2.3% | -1.4% |
| 30D | -12.2% | -4.5% | -7.7% | -10.4% |
| 3M | +7.4% | +22.1% | -14.7% | -6.9% |
| 6M | +22.2% | -2.8% | +24.9% | +19.3% |
| YTD | -14.0% | -23.4% | +9.4% | -3.1% |
| 1Y | -27.3% | -41.5% | +14.2% | -1.2% |
| 3Y | +24.5% | -19.2% | +43.8% | +25.5% |
| 5Y | +18.9% | -9.4% | +28.3% | +8.3% |
| All | +661.1% | +196.2% | +464.8% | +257.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling