+1,157.7%
TMO vs BX
+869.4%
+288.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.4% |
| 7D | -0.6% | -5.6% | +5.0% | +0.9% |
| 30D | +1.1% | -12.2% | +13.4% | +4.7% |
| 3M | +28.3% | +7.4% | +20.9% | +25.3% |
| 6M | +23.3% | +22.2% | +1.1% | +16.0% |
| YTD | +5.5% | -14.0% | +19.5% | +8.8% |
| 1Y | +24.5% | -27.3% | +51.8% | +34.1% |
| 3Y | +19.6% | +24.5% | -5.0% | +9.0% |
| 5Y | +8.1% | +18.9% | -10.8% | -4.2% |
| 10Y | +336.7% | +665.4% | -328.7% | +128.6% |
| All | +1,157.7% | +869.4% | +288.4% | +385.3% |
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