+2.8%
TLT vs BX
+35.3%
-32.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | +1.0% | +14.2% | -13.2% | 0.0% |
| 3M | -2.7% | -18.7% | +16.0% | -1.5% |
| 6M | -4.1% | +2.5% | -6.6% | -4.5% |
| YTD | -5.4% | -18.8% | +13.5% | -4.4% |
| 1Y | -7.0% | -10.3% | +3.3% | -6.7% |
| 3Y | +2.8% | +35.4% | -32.6% | -5.6% |
| All | +2.8% | +35.3% | -32.5% | -5.6% |
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 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