+2,085.3%
TER vs BX
+927.0%
+1,158.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +6.0% |
| 7D | +0.6% | -4.4% | +5.0% | +2.6% |
| 30D | -8.3% | +0.1% | -8.4% | -8.7% |
| 3M | -12.2% | +16.0% | -28.2% | -19.0% |
| 6M | +17.1% | +21.6% | -4.5% | +5.2% |
| YTD | +84.7% | -8.9% | +93.6% | +87.9% |
| 1Y | +199.9% | -16.6% | +216.5% | +216.1% |
| 3Y | +232.8% | +43.3% | +189.4% | +173.0% |
| 5Y | +198.6% | +25.7% | +172.9% | +150.0% |
| 10Y | +1,669.7% | +689.5% | +980.2% | +582.0% |
| All | +2,085.3% | +927.0% | +1,158.3% | +471.3% |
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