-11.6%
BX vs TT
-2.5%
-9.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.7% | +0.8% | +2.9% | +3.4% |
| 30D | +8.2% | -11.8% | +20.0% | +10.5% |
| 3M | -12.7% | -11.6% | -1.1% | -11.0% |
| 6M | +1.0% | -9.3% | +10.3% | +1.9% |
| YTD | -17.2% | +8.9% | -26.1% | -18.8% |
| 1Y | -11.6% | -2.2% | -9.3% | -7.0% |
| All | -11.6% | -2.5% | -9.1% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling