+382.5%
BX vs TW
+206.7%
+175.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.9% |
| 7D | -5.6% | -4.5% | -1.1% | -3.8% |
| 30D | -12.2% | -2.3% | -10.0% | -11.5% |
| 3M | +7.4% | +2.6% | +4.8% | +5.3% |
| 6M | +22.2% | -17.5% | +39.7% | +31.1% |
| YTD | -14.0% | -5.3% | -8.7% | -14.0% |
| 1Y | -27.3% | -14.8% | -12.5% | -23.8% |
| 3Y | +24.5% | +18.8% | +5.7% | +7.2% |
| 5Y | +18.9% | +20.7% | -1.8% | -0.9% |
| All | +382.5% | +206.7% | +175.8% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling