+1,757.1%
TSM vs BX
+654.4%
+1,102.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.2% | -0.5% |
| 7D | +2.6% | -8.9% | +11.6% | +6.6% |
| 30D | +1.4% | -14.8% | +16.2% | +8.0% |
| 3M | +5.0% | +6.9% | -2.0% | +1.1% |
| 6M | +24.0% | +16.3% | +7.7% | +14.6% |
| YTD | +41.6% | -16.1% | +57.7% | +49.3% |
| 1Y | +66.2% | -26.8% | +92.9% | +84.9% |
| 3Y | +398.2% | +22.4% | +375.8% | +340.1% |
| 5Y | +277.6% | +16.0% | +261.6% | +223.2% |
| All | +1,757.1% | +654.4% | +1,102.7% | +760.6% |
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 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