+440.0%
BX vs TRU
+226.0%
+214.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.2% |
| 7D | -5.7% | -6.5% | +0.8% | -2.2% |
| 30D | -8.9% | -2.5% | -6.4% | -7.8% |
| 3M | +8.4% | +10.4% | -2.0% | +1.2% |
| 6M | +18.9% | +1.6% | +17.3% | +15.9% |
| YTD | -13.6% | -9.7% | -3.9% | -10.9% |
| 1Y | -22.4% | -17.3% | -5.2% | -16.8% |
| 3Y | +26.0% | -1.8% | +27.8% | +15.0% |
| 5Y | +18.8% | -36.2% | +55.0% | +38.7% |
| 10Y | +668.7% | +143.2% | +525.5% | +344.2% |
| All | +440.0% | +226.0% | +214.0% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling