+6,385.4%
TSM vs BX
+815.3%
+5,570.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | +6.2% | +0.6% | +5.6% | +6.0% |
| 30D | -7.3% | +14.2% | -21.5% | -11.4% |
| 3M | -7.1% | -18.7% | +11.6% | -1.5% |
| 6M | +0.2% | +2.5% | -2.2% | -1.8% |
| YTD | +32.2% | -18.8% | +51.0% | +38.6% |
| 1Y | +42.8% | -10.3% | +53.1% | +44.9% |
| 3Y | +330.4% | +35.4% | +295.0% | +281.5% |
| 5Y | +263.9% | +0.3% | +263.7% | +241.1% |
| 10Y | +1,580.2% | +668.4% | +911.8% | +760.4% |
| All | +6,385.4% | +815.3% | +5,570.1% | +2,674.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling