+214.6%
BX vs TXG
+27.0%
+187.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.9% | +1.7% |
| 7D | -5.6% | +9.5% | -15.1% | -7.6% |
| 30D | -12.2% | +18.8% | -31.0% | -15.9% |
| 3M | +7.4% | +136.1% | -128.7% | -13.6% |
| 6M | +22.2% | +235.2% | -213.1% | -10.7% |
| YTD | -14.0% | +320.5% | -334.5% | -41.0% |
| 1Y | -27.3% | +425.2% | -452.5% | -53.7% |
| 3Y | +24.5% | +42.9% | -18.3% | +1.0% |
| 5Y | +18.9% | -62.8% | +81.7% | +14.5% |
| All | +214.6% | +27.0% | +187.6% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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