+3,432.7%
BLK vs TCOM
+2,557.8%
+874.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -3.3% | -4.9% | +1.6% | -2.2% |
| 30D | -6.5% | -14.4% | +7.9% | -3.4% |
| 3M | +6.7% | -17.7% | +24.4% | +10.9% |
| 6M | +14.7% | -25.1% | +39.8% | +21.7% |
| YTD | +2.5% | -45.7% | +48.3% | +15.9% |
| 1Y | -2.8% | -47.9% | +45.1% | +10.7% |
| 3Y | +65.9% | +8.9% | +56.9% | +53.6% |
| 5Y | +33.0% | +26.9% | +6.1% | +10.8% |
| 10Y | +281.2% | -11.2% | +292.4% | +222.0% |
| All | +3,432.7% | +2,557.8% | +874.9% | +1,330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling