+668.7%
BX vs TT
+906.5%
-237.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.4% |
| 7D | -5.7% | +1.4% | -7.1% | -6.5% |
| 30D | -8.9% | -6.7% | -2.2% | -4.9% |
| 3M | +8.4% | -5.4% | +13.8% | +11.4% |
| 6M | +18.9% | +4.4% | +14.6% | +13.6% |
| YTD | -13.6% | +14.9% | -28.6% | -23.3% |
| 1Y | -22.4% | +9.3% | -31.7% | -29.2% |
| 3Y | +26.0% | +121.7% | -95.7% | -30.8% |
| 5Y | +18.8% | +148.2% | -129.4% | -40.7% |
| 10Y | +668.7% | +957.3% | -288.5% | +82.5% |
| All | +668.7% | +906.5% | -237.8% | +82.5% |
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