+65.7%
T vs BX
+17.9%
+47.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.4% |
| 7D | -3.1% | -5.7% | +2.6% | -2.6% |
| 30D | +4.6% | -8.9% | +13.5% | +5.4% |
| 3M | +12.2% | +8.4% | +3.8% | +11.4% |
| 6M | -6.5% | +18.9% | -25.4% | -8.1% |
| YTD | +4.9% | -13.6% | +18.5% | +6.1% |
| 1Y | -10.5% | -22.4% | +12.0% | -8.5% |
| 3Y | +104.6% | +26.0% | +78.6% | +94.3% |
| All | +65.7% | +17.9% | +47.7% | +52.8% |
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