+191.2%
TER vs BX
+35.3%
+155.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -6.0% |
| 7D | +14.4% | +0.6% | +13.8% | +14.1% |
| 30D | -30.6% | +14.2% | -44.8% | -35.5% |
| 3M | -39.2% | -18.7% | -20.4% | -33.1% |
| 6M | -31.3% | +2.5% | -33.7% | -34.5% |
| YTD | +29.1% | -18.8% | +47.9% | +40.1% |
| 1Y | +47.4% | -10.3% | +57.7% | +49.5% |
| 3Y | +191.2% | +35.4% | +155.8% | +111.8% |
| All | +191.2% | +35.3% | +155.9% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling