+214.8%
TER vs BX
-25.4%
+240.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.9% |
| 7D | +9.4% | -8.9% | +18.3% | +11.5% |
| 30D | -2.4% | -14.8% | +12.4% | +0.9% |
| 3M | +6.5% | +6.9% | -0.4% | +2.9% |
| 6M | +23.2% | +16.3% | +6.9% | +15.8% |
| YTD | +91.5% | -16.1% | +107.6% | +95.0% |
| 1Y | +214.8% | -26.8% | +241.6% | +218.6% |
| All | +214.8% | -25.4% | +240.2% | +218.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling