+216.0%
BX vs TXG
+24.6%
+191.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.2% | -4.3% |
| 7D | -5.7% | +9.1% | -14.8% | -7.6% |
| 30D | -8.9% | +14.9% | -23.8% | -12.0% |
| 3M | +8.4% | +120.0% | -111.6% | -11.4% |
| 6M | +18.9% | +221.8% | -202.9% | -12.2% |
| YTD | -13.6% | +312.6% | -326.2% | -40.4% |
| 1Y | -22.4% | +398.4% | -420.9% | -50.0% |
| 3Y | +26.0% | +42.1% | -16.1% | +2.3% |
| 5Y | +18.8% | -63.5% | +82.2% | +14.8% |
| All | +216.0% | +24.6% | +191.4% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling