+21.5%
BX vs TTMI
+844.7%
-823.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | -8.9% | +6.0% | -14.9% | -9.9% |
| 30D | -14.8% | -6.4% | -8.4% | -14.2% |
| 3M | +6.9% | -28.9% | +35.9% | +11.6% |
| 6M | +16.3% | +26.9% | -10.6% | +3.3% |
| YTD | -16.1% | +77.3% | -93.4% | -33.8% |
| 1Y | -26.8% | +147.5% | -174.3% | -50.5% |
| All | +21.5% | +844.7% | -823.2% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling