+13,071.1%
BLK vs TAP
+161.0%
+12,910.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -0.6% |
| 7D | -2.4% | -2.3% | -0.1% | -1.7% |
| 30D | -3.1% | -9.4% | +6.3% | -0.1% |
| 3M | +10.7% | -0.8% | +11.5% | +10.5% |
| 6M | +15.9% | -14.7% | +30.6% | +21.1% |
| YTD | +4.0% | -13.9% | +18.0% | +7.8% |
| 1Y | +1.3% | -18.6% | +19.9% | +6.5% |
| 3Y | +69.6% | -32.0% | +101.6% | +86.1% |
| 5Y | +33.8% | -1.0% | +34.8% | +27.2% |
| 10Y | +276.2% | -51.4% | +327.5% | +325.6% |
| All | +13,071.1% | +161.0% | +12,910.1% | +9,530.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling