+6,857.6%
TSM vs BX
+927.0%
+5,930.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.2% |
| 7D | +2.7% | -4.4% | +7.1% | +4.1% |
| 30D | +3.6% | +0.1% | +3.5% | +3.3% |
| 3M | -3.4% | +16.0% | -19.4% | -8.4% |
| 6M | +20.6% | +21.6% | -1.0% | +12.2% |
| YTD | +41.9% | -8.9% | +50.8% | +44.1% |
| 1Y | +84.4% | -16.6% | +101.0% | +92.2% |
| 3Y | +380.2% | +43.3% | +336.9% | +318.9% |
| 5Y | +275.3% | +25.7% | +249.6% | +229.3% |
| 10Y | +1,751.4% | +689.5% | +1,061.9% | +840.3% |
| All | +6,857.6% | +927.0% | +5,930.6% | +2,786.7% |
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