+15.6%
BX vs TRV
+157.5%
-141.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.1% |
| 7D | -8.9% | -1.5% | -7.4% | -8.3% |
| 30D | -14.8% | -1.8% | -13.0% | -14.2% |
| 3M | +6.9% | +21.6% | -14.6% | -2.7% |
| 6M | +16.3% | +22.5% | -6.2% | +5.3% |
| YTD | -16.1% | +28.1% | -44.2% | -25.9% |
| 1Y | -26.8% | +37.0% | -63.8% | -37.6% |
| 3Y | +22.4% | +141.9% | -119.4% | -21.9% |
| All | +15.6% | +157.5% | -141.9% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling