+403.0%
BX vs TW
+211.4%
+191.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.3% |
| 7D | -2.0% | -3.5% | +1.5% | -0.5% |
| 30D | -2.3% | +0.5% | -2.8% | -2.6% |
| 3M | +18.5% | +4.9% | +13.6% | +15.1% |
| 6M | +23.7% | -17.1% | +40.8% | +32.5% |
| YTD | -10.4% | -3.9% | -6.5% | -10.9% |
| 1Y | -19.6% | -13.3% | -6.3% | -16.3% |
| 3Y | +30.8% | +20.9% | +9.9% | +11.8% |
| 5Y | +24.3% | +20.5% | +3.8% | +3.7% |
| All | +403.0% | +211.4% | +191.5% | +215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling