-16.6%
BX vs TTMI
+171.3%
-187.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -10.0% | -1.4% |
| 7D | -4.4% | +5.9% | -10.2% | -4.5% |
| 30D | +0.1% | -4.3% | +4.4% | +0.1% |
| 3M | +16.0% | -32.0% | +48.1% | +17.4% |
| 6M | +21.6% | +19.5% | +2.2% | +17.6% |
| YTD | -8.9% | +82.0% | -90.9% | -14.2% |
| 1Y | -16.6% | +172.6% | -189.2% | -27.3% |
| All | -16.6% | +171.3% | -187.9% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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