+275.1%
BLK vs TCOM
-9.8%
+284.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -3.3% | -4.9% | +1.6% | -2.4% |
| 30D | -6.5% | -14.4% | +7.9% | -3.8% |
| 3M | +6.7% | -17.7% | +24.4% | +10.4% |
| 6M | +14.7% | -25.1% | +39.8% | +20.8% |
| YTD | +2.5% | -45.7% | +48.3% | +14.1% |
| 1Y | -2.8% | -47.9% | +45.1% | +9.0% |
| 3Y | +65.9% | +8.9% | +56.9% | +54.0% |
| 5Y | +33.0% | +26.9% | +6.1% | +12.6% |
| All | +275.1% | -9.8% | +284.9% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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