+21.5%
BX vs TRV
+141.6%
-120.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.0% |
| 7D | -8.9% | -1.5% | -7.4% | -8.4% |
| 30D | -14.8% | -1.8% | -13.0% | -14.2% |
| 3M | +6.9% | +21.6% | -14.6% | -1.7% |
| 6M | +16.3% | +22.5% | -6.2% | +6.5% |
| YTD | -16.1% | +28.1% | -44.2% | -24.9% |
| 1Y | -26.8% | +37.0% | -63.8% | -36.7% |
| All | +21.5% | +141.6% | -120.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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