+18.0%
BLK vs TDY
+22.9%
-4.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.8% | +10.2% | +7.0% |
| 7D | +5.7% | -5.0% | +10.8% | +7.4% |
| 30D | +14.8% | +2.0% | +12.8% | +13.6% |
| 3M | +8.8% | -7.7% | +16.5% | +11.3% |
| 6M | +17.6% | -0.9% | +18.5% | +17.0% |
| YTD | +16.3% | +23.7% | -7.5% | +2.2% |
| 1Y | +18.0% | +23.6% | -5.6% | +4.0% |
| All | +18.0% | +22.9% | -4.9% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling