+680.0%
BX vs TT
+748.9%
-68.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.0% |
| 7D | -2.8% | +3.5% | -6.3% | -4.9% |
| 30D | +7.3% | -11.0% | +18.4% | +14.6% |
| 3M | -16.3% | -12.0% | -4.3% | -10.2% |
| 6M | +2.5% | -10.4% | +12.9% | +7.8% |
| YTD | -17.6% | +9.9% | -27.5% | -25.6% |
| 1Y | -12.4% | +1.5% | -13.8% | -16.6% |
| 3Y | +36.2% | +93.7% | -57.5% | -19.2% |
| 5Y | +3.0% | +139.2% | -136.2% | -48.5% |
| 10Y | +680.0% | +741.5% | -61.5% | +74.5% |
| All | +680.0% | +748.9% | -68.9% | +74.5% |
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