+950.6%
BX vs TTMI
+894.2%
+56.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.6% |
| 7D | -2.0% | +12.2% | -14.1% | -5.9% |
| 30D | -2.3% | -5.7% | +3.4% | -1.5% |
| 3M | +18.5% | -27.5% | +46.0% | +26.5% |
| 6M | +23.7% | +47.1% | -23.4% | -1.9% |
| YTD | -10.4% | +87.5% | -97.8% | -37.0% |
| 1Y | -19.6% | +175.2% | -194.8% | -53.0% |
| 3Y | +30.8% | +901.9% | -871.1% | -55.9% |
| 5Y | +24.3% | +843.5% | -819.1% | -58.5% |
| 10Y | +679.5% | +1,077.0% | -397.5% | +112.0% |
| All | +950.6% | +894.2% | +56.4% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling