-20.7%
TLT vs BX
+673.1%
-693.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.1% |
| 7D | -1.6% | -5.6% | +4.0% | -1.7% |
| 30D | -1.1% | -12.2% | +11.1% | -1.3% |
| 3M | -4.9% | +7.4% | -12.2% | -4.7% |
| 6M | -5.0% | +22.2% | -27.2% | -4.7% |
| YTD | -4.4% | -14.0% | +9.6% | -4.6% |
| 1Y | -6.4% | -27.3% | +20.9% | -6.8% |
| 3Y | -2.0% | +24.5% | -26.5% | -1.1% |
| 5Y | -35.0% | +18.9% | -53.9% | -34.5% |
| All | -20.7% | +673.1% | -693.8% | +0.5% |
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