+57.8%
T vs BX
-0.1%
+57.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +2.5% | +0.6% | +2.0% | +2.5% |
| 30D | -3.8% | +14.2% | -18.0% | -5.0% |
| 3M | -8.7% | -18.7% | +10.0% | -7.2% |
| 6M | -8.1% | +2.5% | -10.6% | -8.5% |
| YTD | -6.4% | -18.8% | +12.4% | -5.0% |
| 1Y | -9.8% | -10.3% | +0.6% | -9.3% |
| 3Y | +65.5% | +35.4% | +30.1% | +55.0% |
| All | +57.8% | -0.1% | +57.9% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling