+1,057.8%
TER vs BX
+648.5%
+409.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | +0.8% |
| 7D | +24.0% | -1.1% | +25.0% | +24.9% |
| 30D | -30.6% | +8.8% | -39.5% | -34.5% |
| 3M | -34.5% | -18.3% | -16.2% | -27.9% |
| 6M | -26.4% | -1.5% | -24.8% | -28.6% |
| YTD | +36.4% | -19.9% | +56.3% | +47.7% |
| 1Y | +47.4% | -14.5% | +61.9% | +53.3% |
| 3Y | +202.6% | +32.3% | +170.3% | +137.1% |
| 5Y | +83.9% | -1.1% | +85.0% | +61.4% |
| All | +1,057.8% | +648.5% | +409.2% | +216.2% |
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 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