+285.0%
TSM vs BX
+19.7%
+265.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | +0.7% |
| 7D | +4.8% | -5.7% | +10.4% | +7.2% |
| 30D | +4.0% | -8.9% | +12.9% | +7.8% |
| 3M | +2.0% | +8.4% | -6.4% | -2.4% |
| 6M | +25.5% | +18.9% | +6.6% | +14.8% |
| YTD | +44.0% | -13.6% | +57.6% | +50.3% |
| 1Y | +75.4% | -22.4% | +97.9% | +91.1% |
| 3Y | +406.7% | +26.0% | +380.7% | +342.9% |
| 5Y | +285.0% | +18.8% | +266.2% | +226.8% |
| All | +285.0% | +19.7% | +265.3% | +226.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling