+21.5%
BX vs TRU
-2.2%
+23.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -8.9% | -9.4% | +0.5% | -5.0% |
| 30D | -14.8% | -4.1% | -10.7% | -13.3% |
| 3M | +6.9% | +13.6% | -6.7% | +0.4% |
| 6M | +16.3% | +3.6% | +12.7% | +13.3% |
| YTD | -16.1% | -9.8% | -6.3% | -13.7% |
| 1Y | -26.8% | -13.6% | -13.1% | -23.7% |
| All | +21.5% | -2.2% | +23.8% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling