-2.8%
TSLL vs BX
+33.5%
-36.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.8% | +6.2% | +6.6% |
| 7D | +33.0% | -1.1% | +34.0% | +34.6% |
| 30D | +7.7% | +8.8% | -1.1% | -4.0% |
| 3M | +34.7% | -18.3% | +53.0% | +69.1% |
| 6M | -31.5% | -1.5% | -30.0% | -33.6% |
| YTD | -42.4% | -19.9% | -22.4% | -27.8% |
| 1Y | -39.7% | -14.5% | -25.2% | -31.4% |
| All | -2.8% | +33.5% | -36.2% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling