-12.4%
BX vs TT
-0.9%
-11.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -2.8% | +3.5% | -6.3% | -3.5% |
| 30D | +7.3% | -11.0% | +18.4% | +9.5% |
| 3M | -16.3% | -12.0% | -4.3% | -14.5% |
| 6M | +2.5% | -10.4% | +12.9% | +3.8% |
| YTD | -17.6% | +9.9% | -27.5% | -19.5% |
| 1Y | -12.4% | +1.5% | -13.8% | -9.2% |
| All | -12.4% | -0.9% | -11.4% | -9.2% |
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