+25.1%
BX vs TW
+20.8%
+4.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -5.7% | -0.5% | -5.2% | -5.6% |
| 30D | -8.9% | -0.6% | -8.3% | -8.8% |
| 3M | +8.4% | +3.4% | +5.0% | +7.1% |
| 6M | +18.9% | -18.4% | +37.4% | +24.6% |
| YTD | -13.6% | -3.9% | -9.7% | -13.8% |
| 1Y | -22.4% | -13.3% | -9.1% | -20.2% |
| All | +25.1% | +20.8% | +4.3% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling