+33.0%
BLK vs TCOM
+29.4%
+3.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -3.3% | -4.9% | +1.6% | -2.6% |
| 30D | -6.5% | -14.4% | +7.9% | -4.4% |
| 3M | +6.7% | -17.7% | +24.4% | +9.5% |
| 6M | +14.7% | -25.1% | +39.8% | +19.3% |
| YTD | +2.5% | -45.7% | +48.3% | +11.2% |
| 1Y | -2.8% | -47.9% | +45.1% | +6.0% |
| 3Y | +65.9% | +8.9% | +56.9% | +57.3% |
| All | +33.0% | +29.4% | +3.6% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling