+70.3%
T vs BX
+673.1%
-602.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.5% |
| 7D | +1.5% | -5.6% | +7.1% | +2.6% |
| 30D | +7.5% | -12.2% | +19.7% | +10.0% |
| 3M | +14.8% | +7.4% | +7.4% | +13.0% |
| 6M | -1.7% | +22.2% | -23.9% | -6.2% |
| YTD | +8.7% | -14.0% | +22.7% | +10.8% |
| 1Y | -7.5% | -27.3% | +19.8% | -2.5% |
| 3Y | +110.2% | +24.5% | +85.7% | +90.0% |
| 5Y | +71.6% | +18.9% | +52.8% | +49.1% |
| All | +70.3% | +673.1% | -602.8% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling