-9.1%
T vs BX
-15.8%
+6.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -2.0% |
| 7D | -1.3% | -4.4% | +3.1% | -1.3% |
| 30D | +11.4% | +0.1% | +11.3% | +11.4% |
| 3M | +14.3% | +16.0% | -1.7% | +15.0% |
| 6M | -9.3% | +21.6% | -30.9% | -8.2% |
| YTD | +7.1% | -8.9% | +16.0% | +8.7% |
| 1Y | -9.1% | -16.6% | +7.5% | -7.2% |
| All | -9.1% | -15.8% | +6.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling