+21.5%
BX vs TXG
+39.1%
-17.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.6% |
| 7D | -8.9% | +5.0% | -13.9% | -9.8% |
| 30D | -14.8% | +13.5% | -28.3% | -17.0% |
| 3M | +6.9% | +128.0% | -121.1% | -10.1% |
| 6M | +16.3% | +224.4% | -208.2% | -9.8% |
| YTD | -16.1% | +307.0% | -323.1% | -38.2% |
| 1Y | -26.8% | +427.2% | -454.0% | -49.8% |
| All | +21.5% | +39.1% | -17.6% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling