+63.2%
BLK vs TLN
+469.0%
-405.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.5% |
| 7D | -5.2% | +2.0% | -7.1% | -5.5% |
| 30D | -7.0% | -12.9% | +5.9% | -5.4% |
| 3M | +5.7% | -7.4% | +13.1% | +6.2% |
| 6M | +11.0% | -6.0% | +17.1% | +10.8% |
| YTD | +0.9% | -16.9% | +17.8% | +2.0% |
| 1Y | -1.6% | -22.6% | +21.0% | +0.1% |
| All | +63.2% | +469.0% | -405.8% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling