+238.7%
T vs BX
+910.6%
-671.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.5% | -2.0% | +0.4% | -1.2% |
| 30D | +7.6% | -2.3% | +9.9% | +8.0% |
| 3M | +15.3% | +18.5% | -3.2% | +11.5% |
| 6M | -8.5% | +23.7% | -32.2% | -12.6% |
| YTD | +6.8% | -10.4% | +17.1% | +7.7% |
| 1Y | -7.2% | -19.6% | +12.3% | -4.7% |
| 3Y | +108.2% | +30.8% | +77.5% | +90.1% |
| 5Y | +66.1% | +24.3% | +41.7% | +47.3% |
| 10Y | +65.3% | +679.5% | -614.2% | +0.3% |
| All | +238.7% | +910.6% | -671.9% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling