-51.9%
TSLL vs BX
+49.6%
-101.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.6% | +9.5% | +9.7% |
| 7D | +5.8% | -2.0% | +7.8% | +8.2% |
| 30D | +21.7% | -2.3% | +24.0% | +25.2% |
| 3M | -28.2% | +18.5% | -46.7% | -41.8% |
| 6M | -29.5% | +23.7% | -53.2% | -46.9% |
| YTD | -47.5% | -10.4% | -37.2% | -42.6% |
| 1Y | -20.8% | -19.6% | -1.2% | -2.5% |
| 3Y | -26.7% | +30.8% | -57.5% | -40.4% |
| All | -51.9% | +49.6% | -101.5% | -66.1% |
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