+328.6%
TMO vs BX
+673.1%
-344.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.3% |
| 7D | -0.6% | -5.6% | +5.0% | +1.1% |
| 30D | +1.1% | -12.2% | +13.4% | +5.2% |
| 3M | +28.3% | +7.4% | +20.9% | +24.8% |
| 6M | +23.3% | +22.2% | +1.1% | +15.0% |
| YTD | +5.5% | -14.0% | +19.5% | +9.3% |
| 1Y | +24.5% | -27.3% | +51.8% | +35.5% |
| 3Y | +19.6% | +24.5% | -5.0% | +7.0% |
| 5Y | +8.1% | +18.9% | -10.8% | -6.7% |
| All | +328.6% | +673.1% | -344.5% | +114.1% |
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