-2.8%
BLK vs TDY
+10.5%
-13.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.2% |
| 7D | -3.3% | -1.1% | -2.2% | -2.9% |
| 30D | -6.5% | -12.0% | +5.5% | -2.3% |
| 3M | +6.7% | -3.2% | +9.9% | +7.5% |
| 6M | +14.7% | -7.9% | +22.6% | +17.4% |
| YTD | +2.5% | +18.2% | -15.7% | -6.0% |
| 1Y | -2.8% | +6.7% | -9.4% | -8.3% |
| All | -2.8% | +10.5% | -13.3% | -8.3% |
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