+24.5%
BX vs TRI
-18.9%
+43.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.0% |
| 7D | -5.6% | -7.9% | +2.3% | -3.4% |
| 30D | -12.2% | -4.5% | -7.7% | -11.2% |
| 3M | +7.4% | +22.1% | -14.7% | +0.1% |
| 6M | +22.2% | -2.8% | +24.9% | +22.0% |
| YTD | -14.0% | -23.4% | +9.4% | -6.4% |
| 1Y | -27.3% | -41.5% | +14.2% | -11.5% |
| 3Y | +24.5% | -19.2% | +43.8% | +18.5% |
| All | +24.5% | -18.9% | +43.5% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling