+275.1%
BLK vs TAP
-49.9%
+325.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.2% |
| 7D | -3.3% | -3.9% | +0.6% | -2.1% |
| 30D | -6.5% | -5.3% | -1.3% | -5.1% |
| 3M | +6.7% | -3.8% | +10.5% | +7.6% |
| 6M | +14.7% | -11.4% | +26.1% | +18.2% |
| YTD | +2.5% | -13.7% | +16.3% | +6.0% |
| 1Y | -2.8% | -17.2% | +14.4% | +1.5% |
| 3Y | +65.9% | -33.1% | +98.9% | +82.7% |
| 5Y | +33.0% | +0.8% | +32.2% | +24.5% |
| All | +275.1% | -49.9% | +325.0% | +268.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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