+3.3%
BLK vs TEM
-15.5%
+18.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -3.6% | +0.9% | -4.5% | -3.7% |
| 30D | -1.0% | +38.4% | -39.4% | -4.3% |
| 3M | +10.4% | +23.7% | -13.3% | +7.3% |
| 6M | +8.2% | +26.0% | -17.8% | +4.1% |
| YTD | +6.0% | +9.4% | -3.4% | +3.3% |
| 1Y | +3.3% | -17.3% | +20.6% | +1.7% |
| All | +3.3% | -15.5% | +18.9% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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