+1,643.1%
TSM vs BX
+659.0%
+984.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.2% |
| 7D | +6.2% | +0.6% | +5.6% | +5.9% |
| 30D | -7.3% | +14.2% | -21.5% | -12.6% |
| 3M | -7.1% | -18.7% | +11.6% | +0.2% |
| 6M | +0.2% | +2.5% | -2.2% | -2.6% |
| YTD | +32.2% | -18.8% | +51.0% | +40.5% |
| 1Y | +42.8% | -10.3% | +53.1% | +45.2% |
| 3Y | +330.4% | +35.4% | +295.0% | +263.3% |
| 5Y | +263.9% | +0.3% | +263.7% | +229.4% |
| All | +1,643.1% | +659.0% | +984.1% | +644.3% |
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 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