+672.8%
BX vs TT
+744.7%
-71.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +3.7% | +0.8% | +2.9% | +3.1% |
| 30D | +8.2% | -11.8% | +20.0% | +16.2% |
| 3M | -12.7% | -11.6% | -1.1% | -6.6% |
| 6M | +1.0% | -9.3% | +10.3% | +5.2% |
| YTD | -17.2% | +8.9% | -26.1% | -24.8% |
| 1Y | -11.6% | -2.2% | -9.3% | -13.7% |
| 3Y | +36.8% | +91.9% | -55.1% | -18.4% |
| 5Y | +4.8% | +136.0% | -131.2% | -47.1% |
| 10Y | +672.8% | +734.7% | -61.9% | +73.6% |
| All | +672.8% | +744.7% | -71.9% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling