+16.0%
BX vs TSEM
+610.6%
-594.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.1% |
| 7D | -8.9% | +0.9% | -9.8% | -9.1% |
| 30D | -14.8% | -16.6% | +1.8% | -12.2% |
| 3M | +6.9% | -10.9% | +17.8% | +6.3% |
| 6M | +16.3% | +78.0% | -61.7% | -6.1% |
| YTD | -16.1% | +77.2% | -93.3% | -33.0% |
| 1Y | -26.8% | +207.6% | -234.3% | -51.2% |
| 3Y | +22.4% | +637.8% | -615.4% | -40.0% |
| 5Y | +16.0% | +617.0% | -601.0% | -43.8% |
| All | +16.0% | +610.6% | -594.6% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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