+661.1%
BX vs TRU
+147.2%
+513.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.9% |
| 7D | -5.6% | -2.7% | -2.9% | -4.1% |
| 30D | -12.2% | -2.0% | -10.2% | -11.4% |
| 3M | +7.4% | +18.4% | -11.0% | -3.6% |
| 6M | +22.2% | +8.9% | +13.3% | +14.5% |
| YTD | -14.0% | -8.9% | -5.1% | -11.6% |
| 1Y | -27.3% | -15.9% | -11.4% | -22.6% |
| 3Y | +24.5% | -1.1% | +25.6% | +13.3% |
| 5Y | +18.9% | -35.2% | +54.1% | +37.8% |
| All | +661.1% | +147.2% | +513.9% | +410.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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