+870.1%
BX vs TT
+1,562.0%
-691.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +3.7% | +0.8% | +2.9% | +3.0% |
| 30D | +8.2% | -11.8% | +20.0% | +17.0% |
| 3M | -12.7% | -11.6% | -1.1% | -6.0% |
| 6M | +1.0% | -9.3% | +10.3% | +5.7% |
| YTD | -17.2% | +8.9% | -26.1% | -25.3% |
| 1Y | -11.6% | -2.2% | -9.3% | -14.0% |
| 3Y | +36.8% | +91.9% | -55.1% | -20.6% |
| 5Y | +4.8% | +136.0% | -131.2% | -48.0% |
| 10Y | +672.8% | +734.7% | -61.9% | +42.5% |
| All | +870.1% | +1,562.0% | -691.9% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling