+71.8%
BLK vs TLN
+574.4%
-502.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -3.3% | -1.3% | -2.0% | -3.1% |
| 30D | -6.5% | -14.3% | +7.8% | -4.7% |
| 3M | +6.7% | -9.3% | +16.0% | +7.6% |
| 6M | +14.7% | -1.1% | +15.8% | +13.7% |
| YTD | +2.5% | -16.6% | +19.1% | +3.6% |
| 1Y | -2.8% | -22.0% | +19.2% | -1.2% |
| 3Y | +65.9% | +470.2% | -404.3% | +29.1% |
| All | +71.8% | +574.4% | -502.6% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling