+78.5%
TLT vs BX
+910.6%
-832.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.1% |
| 7D | +0.4% | -2.0% | +2.4% | +0.3% |
| 30D | -0.3% | -2.3% | +2.0% | -0.4% |
| 3M | -1.7% | +18.5% | -20.3% | -0.5% |
| 6M | -4.9% | +23.7% | -28.6% | -3.3% |
| YTD | -2.8% | -10.4% | +7.6% | -3.3% |
| 1Y | -4.2% | -19.6% | +15.4% | -5.3% |
| 3Y | -1.1% | +30.8% | -31.9% | +2.0% |
| 5Y | -33.7% | +24.3% | -58.1% | -31.1% |
| 10Y | -20.7% | +679.5% | -700.1% | +1.6% |
| All | +78.5% | +910.6% | -832.1% | +155.6% |
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 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