+950.6%
BX vs TSEM
+877.0%
+73.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -2.0% | +10.4% | -12.4% | -4.1% |
| 30D | -2.3% | -12.9% | +10.6% | +0.1% |
| 3M | +18.5% | -9.2% | +27.7% | +17.5% |
| 6M | +23.7% | +98.8% | -75.0% | +0.6% |
| YTD | -10.4% | +87.2% | -97.6% | -26.8% |
| 1Y | -19.6% | +239.0% | -258.5% | -43.2% |
| 3Y | +30.8% | +679.5% | -648.7% | -24.9% |
| 5Y | +24.3% | +667.3% | -642.9% | -29.6% |
| 10Y | +679.5% | +1,301.0% | -621.6% | +273.8% |
| All | +950.6% | +877.0% | +73.6% | +298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling