+27.6%
BX vs TT
+140.2%
-112.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.7% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +0.1% | -7.2% | +7.2% | +5.1% |
| 3M | +16.0% | -3.0% | +19.0% | +17.3% |
| 6M | +21.6% | +1.4% | +20.3% | +18.1% |
| YTD | -8.9% | +15.9% | -24.8% | -20.6% |
| 1Y | -16.6% | +9.4% | -26.0% | -24.7% |
| 3Y | +43.3% | +124.4% | -81.0% | -31.7% |
| All | +27.6% | +140.2% | -112.6% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling