-35.1%
TLT vs BX
+14.6%
-49.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -1.0% |
| 7D | -1.6% | -8.9% | +7.3% | -1.0% |
| 30D | -1.3% | -14.8% | +13.4% | -0.4% |
| 3M | -3.7% | +6.9% | -10.7% | -4.2% |
| 6M | -6.4% | +16.3% | -22.6% | -7.4% |
| YTD | -4.5% | -16.1% | +11.6% | -3.7% |
| 1Y | -5.9% | -26.8% | +20.9% | -4.3% |
| 3Y | -2.8% | +22.4% | -25.2% | -5.5% |
| 5Y | -35.1% | +16.0% | -51.1% | -38.4% |
| All | -35.1% | +14.6% | -49.6% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling